An Approach to the Optimal Observer Design with Selectable Bandwidth

Furlan, Ivan and Bianchi, Mikael Andreas and Caminiti, Marco and Montu, Gianluca (2013) An Approach to the Optimal Observer Design with Selectable Bandwidth. In: Proceedings of the 13th international conference of the european society for precision engineering and nanotechnology 13th euspen International Conference, 27.05.2013-31.05.2013, Berlin, Germany.

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It is well know that the Kalman filter performs the best possible state estimator for processes affected by noise. A consequence of the optimality, is that the convergence speed of the estimation error cannot be selected by the user, because it depends by the covariance of the noises. Since for several application this characteristic could be undesired, this paper introduces an alternative design approach, in which the state estimation error could be optimized for a given bandwidth by the user. The effectiveness of the method is shown with an illustrative example.

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