DocumentCode
1743470
Title
LMI-based state estimation of a class of uncertain nonlinear stochastic systems
Author
Yaz, Edwin E. ; Yaz, Yvonne I.
Author_Institution
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR
Volume
2
fYear
2000
fDate
2000
Firstpage
1141
Abstract
A general class of discrete-time uncertain nonlinear stochastic systems corrupted by finite energy disturbances is considered. Linear state estimators are designed according to a variety of performance criteria which include guaranteed-cost suboptimal versions of estimation objectives like H2, H∞, stochastic passivity, etc. A common matrix inequality formulation is used in characterization of estimator design equations
Keywords
discrete time systems; matrix algebra; nonlinear systems; state estimation; stochastic systems; uncertain systems; LMI-based state estimation; common matrix inequality formulation; discrete-time uncertain nonlinear stochastic systems; finite energy disturbances; guaranteed-cost suboptimal estimation objectives; linear state estimators; performance criteria; Energy measurement; Equations; Linear matrix inequalities; Noise measurement; Power system modeling; State estimation; Stochastic processes; Stochastic systems; Vectors; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2000.912007
Filename
912007
Link To Document