• 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