Reduced-order state estimation for linear time-varying systems

Abstract

We consider reduced-order and subspace state estimators for linear discrete-time systems with possibly time-varying dynamics. The reduced-order and subspace estimators are obtained using a finite-horizon minimization approach, and thus do not require the solution of algebraic Lyapunov or Riceati equations. © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society.