A block algorithm for the Sylvester-observer equation arising in state-estimation
Joseane Biso de Carvalho, Biswa Nath Datta · Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) · 2003
We propose an algorithm for solving the Sylvester-observer equation arising in the construction of the Luenberger observer. The algorithm is a block-generalization of P. Van Dooren's (1981) scalar algorithm. It is more efficient than Van Dooren's algorithm and the recent block algorithm by B.N. Datta and D. Sarkissian (2000). Furthermore, the algorithm is well-suited for implementation on some of today's powerful high performance computers using the high-quality software package LAPACK.