Mean-square-error bounds for reduced-order linear state estimatorsThe mean-square error of reduced-order linear state estimators for continuous-time linear systems is investigated. Lower and upper bounds on the minimal mean-square error are presented. The bounds are readily computable at each time-point and at steady state from the solutions to the Ricatti and the Liapunov equations. The usefulness of the error bounds for the analysis and design of reduced-order estimators is illustrated by a practical numerical example.
Document ID
19880040173
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Baram, Y. (NASA Ames Research Center Moffett Field, CA, United States)
Kalit, G. (Research and Development Authority Israel)