Design of reduced-order optimal estimators directly in the frequency domain
Peter Hippe · International Journal of Control · 1989
The frequency-domain design of optimal reduced-order estimators ((Caiman filters) for continuous-time linear time-invariant systems containing 0 ≤ k ≤ m noise-free output measurements is considered. In a direct frequency-domain approach to state feedback and estimation the ‘states’ of a system do not appear explicitly, and therefore we here focus our attention mainly on the frequency-domain characteristics of the optimal filter. By suitably modifying known time-domain results, a simple polynomial matrix equation can be derived from which the optimal filter parameters are obtained by spectral factorization. The equivalence between the time- and the frequency-domain results is established with the aid of a non-minimal representation of reduced-order observers.