Abstract
This paper is concerned with an application of digital computer with great faculties, and deals with computer control for multivariable systems disturbed by random noise, which is of considerable practical importance.
The algorithm proposed in the paper has two main functions: the one is the estimation of state variables disturbed by random noise, and the other is the decoupling of multivariable system. To estimate the state variables, Kalman-Bucy filter is introduced, and for decoupling of multivariable system the modal decoupling and the decoupling by feedback of observed state-vectors are used.
This algorithm is applicable to the observer with delay and the system with multirate sampling.
The usefulness of the proposed algorithm is illustrated by numerical examples.
