On Synthesizing low-order State Eestimators and Low-order $H{\infty}$ Filters

  • Choi, Byung-Wook (Engineering Research Center for Advanced Control and Instrumentation, Seoul National Univ.)
  • Published : 1995.10.01


The standard estimation and filtering theory are well known and has recently been incorporated with the H$_{\infty}$ optimization techniques where the parametrizations of all estimators and filters are utilized. The issue of reducing its order is always of interest. This paper presents a method for synthesizing low-order stable state estimators. The method presented in this paper is based on the utilization of a free parameter function contained in the parametrization of all state estimators. The results obtained in the paper are compared with standard results on low-order estimators. Both results are shown to be the same in a sense of its orders, but the approaches taken are largely different. It is also shown in the paper that the method can easily and directly be extended to the Kalman filters and the H$_{\infty}$ (sub)optimal filters. Consequently, the orders of all state estimators, Kalman filters, and H$_{\infty}$ filters are shown to be reduced down to the number of states minus the number of outputs, respectively.ly.