Exponential Observer for a Class of One-Sided Lipschitz Stochastic Nonlinear Systems

Author

Barbata, Asma ; Zasadzinski, Michel ; Souley Ali, Harouna ; Messaoud, Hassani

Author_Institution

Centre de Rech. en Autom. de Nancy (CRAN-UMR 7039), Univ. de Lorraine, Cosnes et Romain, France

Volume

60

Issue

1

fYear

2015

fDate

Jan. 2015

Firstpage

259

Lastpage

264

Abstract

This note investigates observer design for a class of nonlinear one-sided Lipschitz stochastic systems with multiplicative noises. It is shown that the almost sure exponential convergence of the observation error could be treated by decoupling the state from this error. This is done by using a new theorem dedicated to triangular stochastic systems. The observer gains are designed using a polytopic technique exploiting the structure of the control inputs, coupled with a descriptor systems approach.

Keywords

nonlinear control systems; observers; stochastic systems; descriptor system; exponential convergence; exponential observer; multiplicative noise; nonlinear one-sided Lipschitz stochastic system; observation error; observer design; one-sided Lipschitz stochastic nonlinear systems; polytopic technique; triangular stochastic system; Control theory; Lyapunov methods; Noise; Observers; Stability; Stochastic systems; Vectors; Descriptor systems; exponential almost sure stability; observer; one-sided Lipschitz; polytopic approach; stochastic differential equation (SDE); triangular systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2014.2325391

Filename

6818378