11. State estimation
To shape the dynamic response of a closed-loop system, it is generally necessary for all state variables to be available for measurement. Although this is not always the case, for some systems it is possible to obtain acceptable performance by looping through only those variables that can be measured. This estimation is carried out via another system, called an observer, which provides an approximation of the vector x.
Consider system (1)-(2) in the case where m < n. We will first construct an estimate
of the same dimension n as the state x and satisfying...
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State estimation