State Estimation of Uncertain Nonlinear Stochastic Systems with General Criteria

Authors

Edwin E. Yaz, Marquette UniversityFollow
Yvonne Yaz, Centenary College ShreveportFollow

Document Type

Article

Publication Date

2001

Publisher

Elsevier

Source Publication

Applied Mathematics Letters

Source ISSN

0893-9659

Original Item ID

DOI: 10.1016/S0893-9659(00)00201-9

Abstract

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 H₂, H_∞, stochastic passivity, etc. Linear state estimators that satisfy these criteria are presented. A common matrix inequality formulation is used in characterization of estimator design equations.

Comments

Applied Mathematics Letters, Vol. 14, No. 5 (2001): 605-610. DOI.

Recommended Citation

Yaz, Edwin E. and Yaz, Yvonne, "State Estimation of Uncertain Nonlinear Stochastic Systems with General Criteria" (2001). Electrical and Computer Engineering Faculty Research and Publications. 754.
https://epublications.marquette.edu/electric_fac/754