State estimation of uncertain nonlinear stochastic systems with general criteria

被引：51

作者：

Yaz, EE ^{[1
]}

Yaz, YI

机构：

[1] Univ Arkansas, Dept Elect Engn, Fayetteville, AR 72701 USA

[2] Centenary Coll, Dept Math, Shreveport, LA 71134 USA

来源：

APPLIED MATHEMATICS LETTERS | 2001年 / 14卷 / 05期

关键词：

nonlinear estimation; stochastic systems; discrete-time systems; optimal filtering; linear matrix inequalities;

D O I：

10.1016/S0893-9659(00)00201-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A general class of discrete-time uncertain nonlinear stochastic systems corrupted by finite energy disturbances and estimation performance criteria are considered. These performance criteria include guaranteed-cost suboptimal versions of estimation objectives like H-2, H-infinity, stochastic passivity, etc. Linear stale estimators that satisfy these criteria are presented. A common matrix inequality formulation is used in characterization of estimator design equations. (C) 2001 Elsevier Science Ltd. All rights reserved.

引用

页码：605 / 610

页数：6

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