Title :
Robustness and computational aspects of nonlinear stochastic estimators and regulators
Author :
Safonov, Michael G. ; Athans, Michael
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
8/1/1978 12:00:00 AM
Abstract :
Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the linear-quadratic Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have a "separation-type" property.
Keywords :
Kalman filtering; Nonlinear systems, stochastic continuous-time; Optimal regulators; Optimal stochastic control; Stability; Stochastic optimal control; Covariance matrix; Design methodology; Filters; Regulators; Robustness; Stability; State estimation; Stochastic processes; Stochastic systems; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101825
