Title :
Estimation and control of a class of stochastic systems with guaranteed boundedness
Author :
Yaz, Edwin Engin ; Azemi, Asad
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
In this paper, we consider a class of continuous-time stochastic system and measurement models and propose an estimator that guarantees an estimation error that exhibits boundedness property for all of its moments and its sample path values. The estimates obtained from this estimator are used to render the closed loop system state bounded in the same senses via a state estimate feedback control scheme
Keywords :
closed loop systems; feedback; stability; state estimation; stochastic systems; bounded closed loop system state; bounded estimation error; continuous-time stochastic system; control; guaranteed boundedness; measurement models; state estimate feedback control scheme; Closed loop systems; Control systems; Convergence; Differential equations; Electronic mail; Estimation error; Feedback control; Observers; State estimation; Stochastic systems;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574644
