대한기계학회논문집A (Transactions of the Korean Society of Mechanical Engineers A)

  • 제28권5호
  • /
  • Pages.503-510
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  • 2004
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  • 1226-4873(pISSN)
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  • 2288-5226(eISSN)
대한기계학회 (The Korean Society of Mechanical Engineers)
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Well-Conditioned 관측기 설계 - A Linear Matrix Inequality Approach -

Design of the Well-Conditioned Observer - A Linear Matrix Inequality Approach -

  • 정종철 (한양대학교 대학원 정밀기계공학과) ;
  • 허건수 (한양대학교 기계공학부)
  • 발행 : 2004.05.01
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초록

In this paper, the well-conditioned observer for a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic uncertainties such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic uncertainties such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_{2}$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic uncertainties. In stochastic viewpoints, the estimation variance represents the robustness to the stochastic uncertainties and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

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참고문헌

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