Design of reduced-order state estimators for linear time-varying multivariable systems

The design of reduced-order state estimators for linear time-varying multivariable systems is considered. Employing the concepts of matrix operators and the method of canonical transformations, this paper shows that there exists a reduced-order state estimator for linear time-varying systems that are 'lexicography-fixedly observable'. In addition, the eigenvalues of the estimator can be arbitrarily assigned. A simple algorithm is proposed for the design of the state estimator.