Lecture #10: Observers and LQG

Date: Wednesday, 3 May 96

Outline:

A. Observers
   1. Basic idea: try to estimate state from outputs
   2. Build up solution based on u = 0 and y = 0 + error feedback

B. Optimal observers
   1. Problem setup (botched)
   2. Solution

Next time: finish LQG + discuss class projects
For this lecture I started by reviewing the control methods we had seen so far (classical + pole placement) and then talked about how to close the loop and view a state space controller as a frequency domain controller using an observer.

I messed up my description of the optimal observer in class so I will redo that part on Monday.


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Richard Murray (murray@indra.caltech.edu)
Last modified: Sun May 12 16:21:32 1996