Now the interpretation of the observer weighting
matrices in the linear quadratic Gaussian (LQG) framework
is evident by comparison with Equation (24). The
matrix Qobs is related to the input noise intensity matrix
VI, and Robs is related to the output noise intensity
matrix Vo. Accordingly, the benefit of the bias states
becomes evident as in the LQG formalism then can be
interpreted as all-pass filters for each output channel.
Hence, by varying a -parameter (see the following section),
the designer can define how much noise is
expected to be spread over the whole frequency range
and reduce its impact on the state estimates and the
realized control effort thereof.