42 - optest42 filled - ME 575 Handouts Optimal State...

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ME 575 Handouts 1 ME575 Session 42: Optimal State Estimation School of Mechanical Engineering Purdue University Slide 1 We want an optimal way to develop a state estimator that will estimate unmeasureable states. Define the following performance index: This must be done statistically, based on statistics of measurement noise and disturbances. T ˆ PI min e e , where e x x == Optimal State Estimation ME575 Session 42: Optimal State Estimation School of Mechanical Engineering Purdue University Slide 2 Noise & Disturbance Inputs Noise & Disturbance Inputs r y + G(s) C(s) k r + + ++ w v
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ME 575 Handouts 2 ME575 Session 42: Optimal State Estimation School of Mechanical Engineering Purdue University Slide 3 Noise & Disturbance Statistics Noise & Disturbance Statistics Assume that noise and disturbance are: – zero zero -mean mean – white noise white noise – uncorrelated with each other or with states uncorrelated with each other or with states () T 2 22 2 T T 1 E v v E v v p(v)dv lim v (t)dt T →∞
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This note was uploaded on 12/09/2011 for the course ME 575 taught by Professor Meckl during the Fall '10 term at Purdue University-West Lafayette.

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42 - optest42 filled - ME 575 Handouts Optimal State...

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