Title :
A numerical procedure for discrete-time nonlinear stochastic observer design
Author :
Yaz, E. ; Azemi, A.
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
An observer design methodology which is applicable to a general class of nonlinear stochastic system and measurement models is considered. It is shown that, under the conditions given in the paper, a systematic numerical approach to discrete-time nonlinear state estimation is possible with guaranteed exponential rate of convergence
Keywords :
discrete time systems; nonlinear control systems; state estimation; stochastic systems; discrete-time nonlinear state estimation; discrete-time nonlinear stochastic observer; guaranteed exponential rate of convergence; measurement models; numerical procedure; observer design methodology; Design methodology; Filtering; Least squares approximation; Nonlinear equations; Nonlinear filters; Observers; Stochastic processes; Stochastic systems; Symmetric matrices; Vectors;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325381
