Young jin Park /J. L. Stein
Transaction on Control Automation, and Systems Engineering, vol. 1, no. 2, pp.113-120, 1999

Abstract : One of the important challenges facing control engineers in developing automated machinery is be able to monitor the machines using remote sensors. Observers are often used to reconstruct the machine variables of interest. However, conventional observer are unable to observe the manhine variables when the manhine models, upon which the observers are based, have inputs that connot be measured,Since this is often case, the authors preciously developed a steady-state optimal state and input observer for time-invariant systems, [1], this paper extends that work to time-variant systems. Arecursive observer similar to a Kalman-Bucy filter, is developed, This optimal observer minimizes the trace of the reeor variance for discrete, linear, time-variant, stochastic systems with unknown inputs

Keyword : state and input ovserver, Kalman-Bucy filter, discrete time varing system