Fixed-order Dissipative Estimator Design for Uncertain Stochastic Systems

Authors

Edwin E. Yaz, Marquette UniversityFollow
Yvonne I. Yaz, Carthage CollegeFollow

Document Type

Article

Publication Date

2002

Publisher

Elsevier

Source Publication

IFAC Proceedings Volumes

Source ISSN

1474-6670

Original Item ID

DOI: 10.3182/20020721-6-ES-1901.00284

Abstract

A general class of discrete-time uncertain nonlinear stochastic systems with quadratic sum constraints is considered. A linear fixed order state estimator for state estimation is presented for various estimation error performance criteria in a unified framework. The observer is of order equal to the difference between the state and output vector dimensions. The performance criteria considered in this paper include guaranteed-cost suboptimal versions of estimation objectives like H₂, H_∞, stochastic passivity, etc. The design of fixed-order linear state estimators that satisfy these criteria are given using a common matrix inequality formulation.

Comments

IFAC Proceedings Volumes, Vol. 35, No. 1 (2002): 205-210. DOI.

Recommended Citation

Yaz, Edwin E. and Yaz, Yvonne I., "Fixed-order Dissipative Estimator Design for Uncertain Stochastic Systems" (2002). Electrical and Computer Engineering Faculty Research and Publications. 765.
https://epublications.marquette.edu/electric_fac/765