Abstract
This paper considers a weighted H∞ desigh for a full-order estimator whose state dimension is equal to that of the original plant. Based on an algebraic Riccati equation approach, we derive a necessary and sufficient condition for the existence of a full-order estimator satisfying the weighted H∞ error bound, and develop a design algorithm of the estimator. We then give a necessary and sufficient condition for the existence of a full-order estimator satisfying a weighted H2/H∞ error bound by using the Lagrange multiplier technique. The condition involves a system of an algebraic Riccati equation and a Lyapunov equation. An iterative method for solving the weighted H2/H∞ optimization problem is also developed. An example is included to show the applicability of the present design method.
