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Estimability and regulability of linear systems
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Baram, Yoram Kailath Sr., Thomas |
| Copyright Year | 1987 |
| Description | A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time. |
| File Size | 824960 |
| Page Count | 31 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19870011357 |
| Archival Resource Key | ark:/13960/t1hj1dn1k |
| Language | English |
| Publisher Date | 1987-02-01 |
| Access Restriction | Open |
| Subject Keyword | Systems Analysis Linear Systems State Vectors Algorithms Covariance Stochastic Processes Cost Reduction Controllability Feedback Control Kalman Filters Dynamical Systems State Estimation Matrices Mathematics Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
