Abstract
Under many realistic situations, not all the plant state variables of continuous linear control system are accessible for direct measurement and observation. When all thestate variables are required for feedback control system, the dynamical minimal-order observer proposed by Luenberger can be employed to estimate them. However, when we have no a priori information of the initial state, the estimates of state variables, in general, may not be equal to the true values of them. Accordingly, the use of observer in optimal control problems brings an increase in the cost index, so it is desired to design an optimal minimal-order observer that generates the state variables as exactly as possible.
This paper is concerned with the optimal design of minimal-order observer by means of minmax technique.
