Title :
Exponentially convergent robust and adaptive observers for uncertain stochastic systems
Author :
Yaz, Edwin Engin ; Azemi, Asad
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
We present mean square exponentially convergent state observers for nonlinear stochastic systems driven by Wiener noise. The method is based on extension of variable structure observer schemes using exponential nonlinear gain. The adaptive version of the results are provided to be used when the matching uncertainty has unknown bounds. It is also shown how these results can be applied to system and measurement equations having colored noise processes
Keywords :
adaptive control; continuous time systems; nonlinear systems; observers; robust control; stochastic systems; uncertain systems; variable structure systems; Wiener noise; adaptive observer; colored noise; continuous time systems; exponential convergence; exponential nonlinear gain; nonlinear stochastic systems; uncertain stochastic systems; variable structure observer; Colored noise; Differential equations; Estimation error; Noise measurement; Noise robustness; Nonlinear equations; Stochastic resonance; Stochastic systems; Uncertainty; Working environment noise;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.531245
