LMIs in Control/pages/hinfinityoptimalobserver
-Optimal observers yield robust estimates of some or all internal plant states by processing measurement data. Robust observers are increasingly demanded in industry as they may provide state and parameter estimates for monitoring and diagnosis purposes even in the presence of large disturbances such as noise etc. It is there where Kalman filters may tend to fail. State observer is a system that provides estimates of internal states of a given real system, from measurements of the inputs and outputs of the real system. The goal of -optimal state estimation is to design an observer that minimizes the norm of the closed-loop transfer matrix from w to z.
The System[edit | edit source]
Consider the continuous-time generalized plant with state-space realization
The Data[edit | edit source]
The matrices needed as input are .
The Optimization Problem[edit | edit source]
The observer gain is to be designed such that the of the transfer matrix from w to z, given by
is minimized. The form of the observer would be:
The LMI: Optimal Observer[edit | edit source]
The -optimal observer gain is synthesized by solving for , and that minimize subject to and
Conclusion:[edit | edit source]
The -optimal observer gain is recovered by and the norm of T(s) is .
Implementation[edit | edit source]
Link to the MATLAB code designing - Optimal Observer
External Links[edit | edit source]
- LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
- LMI Properties and Applications in Systems, Stability, and Control Theory - A List of LMIs by Ryan Caverly and James Forbes.
- LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.