Revista UIS Ingenierías

Vol. 21 No. 2 (2022): Revista UIS Ingenierías
Articles

Optimal state estimator in discrete time

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  • Fernando Mesa,
  • Rogelio Ospina,
  • Germán Correa-Vélez
Fernando Mesa
Universidad Tecnológica de Pereira
Rogelio Ospina
Universidad Industrial de Santander
DOI: https://doi.org/10.18273/revuin.v21n2-2022002

Published 2022-03-15

Keywords

  • quadratic control,
  • Objective Function,
  • optimization

How to Cite

Mesa, F., Ospina, R. ., & Correa-Vélez , G. . (2022). Optimal state estimator in discrete time. Revista UIS Ingenierías, 21(2), 15–20. https://doi.org/10.18273/revuin.v21n2-2022002

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Abstract

A study of state estimation was performed on models with noise in control systems considering the observer design and the state feedback. For this purpose, noise on the state space model of the system was considered, and the best possible observer was designed: that is to say, the one that better rejects the noise effect. These observers are usually called estimators. In this work an estimator known as the Kalman filter was developed.

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