An alternative technique to design linear state estimators and regulators is presented. This technique is based on transfer matrix considerations. The optimal regulator or estimator gain is obtained via spectral factorization and the solution of a simple equation in polynomial matrices. This approach provides further insight, displays the duality of estimation and control nicely, and bridges the state-space and frequency-domain techniques. The resulting design procedure is computationally attractive and particularly simple for system matrices in the observer or controller canonical form.
['Vladimír Kuera']
Brief papers: New results in state estimation and regulation