Research Group: Optimization and Optimal Control (OOC)
Tuesday, September 19, 2023, 11:15
RICAM, SP2, 416-2
Jesper Schröder (TU Berlin)
An approach to non linear observer design via optimal control theory - the Mortensen observer
State observers for dynamical systems have a rich history in research and application. For linear systems the Kalman filter offers a practically feasible and theoretically well understood solution. For non linear systems, however, research is still ongoing. In this talk we present the minimum energy estimator, proposed among others by R. E. Mortensen in 1968. In particular we discuss theoretical results on well posedness and propose a scheme for its numerical realization.