Title :
Robustness and computational aspects of nonlinear stochastic estimators and regulators
Author :
Safonov, M.G. ; Athans, M.
Author_Institution :
Massachusetts Institute of Technology
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 :
Design engineering; Kalman filters; Real time systems; Regulators; Robust stability; Robustness; Stochastic processes;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271758
