Title :
State estimation with finite signal-to-noise models
Author :
Li, Weiwei ; Skelton, Robert E.
Author_Institution :
Dept. of Mech. & Aerosp. Eng., California Univ., San Diego, La Jolla, CA, USA
Abstract :
This paper concerns the use of the finite signal-to-noise (FSN) model to design a state estimator. First, the sufficient conditions for the existence of the state estimator are provided. These conditions are expressed in terms of linear matrix inequalities (LMIs) and the parameterization of all the solutions is provided. Then an LMI based estimator design is addressed and the algorithm to solve the filtering problem is also given. The performance of the linear filter is examined by means of the numerical examples.
Keywords :
filtering theory; linear matrix inequalities; state estimation; LMI based estimator design; filtering; finite signal to noise model; linear filter; linear matrix inequalities; state estimation; state estimator design; sufficient conditions; Aerospace engineering; Control theory; Costs; Nonlinear filters; Power generation economics; Signal design; State estimation; Sufficient conditions; Symmetric matrices; White noise;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272492
