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Advanced Numerical Methods (2003)

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OverviewReduced-Order State Estimator via Sylvester-Observer Equation

6.2.1 Reduced-Order State Estimator via Pole Assignment

The design of the reduced-order state estimator via the pole assignment approach adheres to the following template.

1. Find an orthogonal matrix from the QR decomposition of the output matrix : , and then choose an orthogonal matrix such that the matrix is also orthogonal.

2. Compute and and partition them as , where , , , and are, respectively, , , , and matrices.

3. Find a matrix such that is stable.

4. Find , an estimate of , as , where is given by with , , and .

ReducedOrderEstimator in this approach uses the function StateFeedbackGains to implement step 3. Correspondingly, the function ReducedOrderEstimator takes the options of the function StateFeedbackGains.

These are the estimator poles, chosen at random.

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This constructs a reduced-order state estimator of the steam power system via pole assignment (using the Schur method) with the randomly chosen poles.

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This is the estimated state response.

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This graphs the relative error between the true and estimated state responses.

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OverviewReduced-Order State Estimator via Sylvester-Observer Equation