DocumentCode
2564107
Title
Robust estimator for uncertain stochastic systems
Author
George, Jemin ; Linares, Richard
Author_Institution
Dept. of Mech. & Aerosp. Eng., SUNY - Univ. at Buffalo, Amherst, NY, USA
fYear
2010
fDate
15-17 Dec. 2010
Firstpage
5037
Lastpage
5042
Abstract
Development of a robust estimator for uncertain stochastic systems under persistent excitation is presented. The given continuous-time stochastic formulation assumes norm bounded parametric uncertainties and excitations. When there are no system uncertainties, the performance of the proposed robust estimator is similar to that of the Kalman-Bucy filter and the present approach asymptotically recovers the desired optimal performance in the presence of uncertainties and or persistent excitation.
Keywords
Kalman filters; continuous time systems; estimation theory; stochastic systems; uncertain systems; Kalman-Bucy filter; continuous-time stochastic formulation; norm bounded parametric uncertainty; persistent excitation; robust estimator; uncertain stochastic system; Convergence; Covariance matrix; Equations; Estimation error; Robustness; Steady-state; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location
Atlanta, GA
ISSN
0743-1546
Print_ISBN
978-1-4244-7745-6
Type
conf
DOI
10.1109/CDC.2010.5716963
Filename
5716963
Link To Document