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42 - optest42 filled

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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