ABSTRACT
Φˆ = Φ−KC lie at suitable locations within the unit circle. If the discrete-time system is observable, the eigenvalues of Φc = Φ−KC can be put anywhere. For a
single-output plant, the Bass-Gura formula or other well-known algorithm can be used. For both single
“73648_C015” — #10
and multiple output processes, the observer gain matrix can be selected to make the observer a Kalman filter (i.e., a minimum variance estimator).
