Accession Number : AD0717103

Title :   Minimum Variance Unbiased State Estimation,

Corporate Author : RENSSELAER POLYTECHNIC INST TROY N Y SYSTEMS ENGINEERING DIV

Personal Author(s) : Kaufman,Howard

Report Date : 1970

Pagination or Media Count : 4

Abstract : Implementation of an optimal control developed from a quadratic performance function for a linear problem requires in general the feedback of the plant state vector multiplied by a computed gain matrix. However, if the accessible plant output consists only of noisy linear combinations of the individual states, then it is necessary to reconstruct from these measurements some estimate of the actual state vector. Using the separation theorem, it can be shown that the optimal state estimate for this purpose is the one obtained using the Kalman-Bucy algorithm. It is the purpose of this tutorial paper to first derive and then to discuss the useage of the Kalman-Bucy equations for state estimation. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), MATRICES(MATHEMATICS), DIFFERENTIAL EQUATIONS, INTEGRALS, OPTIMIZATION

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE