State Estimation of Uncertain Nonlinear Stochastic Systems with General Criteria
Applied Mathematics Letters
Original Item ID
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.
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.