A block algorithm for the Sylvester-observer equation arising in state-estimation

摘要

We propose a new algorithm for solving the Sylvester-observer equation arising in the construction of the Luenberger observer. The algorithm is a block-generalization of Van Dooren's scalar algorithm. It is more efficient than Van Dooren's and the recent block algorithm by Datta and Sarkissian. Furthermore, the algorithm is well-suited for implementation on some of today's powerful high performance computers using the high-quality software package LAPACK.