Abstract: | We consider the synthesis of a minimum-order state or functional observer for a linear dynamical system. The synthesis problem
is solved for completely certain systems of general form and for some classes of uncertain systems. Various approaches are
described, which ultimately lead to the same task: finding a minimum-dimension Hurwitz solution for a system of linear equations
with a Hankel matrix. For scalar and vector linear systems, prior upper and lower bounds on the observer dimension are derived,
which makes it possible to switch to an iterative procedure of finding an optimal solution. The discussion is set out for
discrete-time dynamical systems. |