ROBUST, REDUCED-ORDER, NONSTRICTLY PROPER STATE ESTIMATION VIA THE OPTIMAL PROJECTION EQUATIONS WITH PETERSEN-HOLLOT BOUNDS

A state-estimation design problem involving parametric plant uncertainties is considered. An error bound suggested by recent work of Petersen and Hollot is utilized for guaranteeing robust estimation. Necessary conditions which generalize the optimal projection equations for reduced-order state estimation are used to characterize the estimator which minimizes the error bound. The design equations thus effectively serve as sufficient conditions for synthesizing robust estimators. An additional feature is the presence of a static estimation gain in conjunction with the dynamic (Kalman) estimator, i. e., a nonstrictly proper estimator. © 1987.