A CASE STUDY OF THE DISCRETE OPTIMUM FILTER-CONTROLLER PROBLEM

摘要

This paper presents, in case study form, an example of the steps and cal¬culations necessary to the synthesis of the discrete optimum controller and Kalroan filter for the control of a linear, time-invariant plant whose state is only partially observable. The plant is subject to random excitation, and the observables are contaminated by random measurement noise.