LMI-based state estimation for some discrete-time stochastic models

Author

Yaz, Yvonne I. ; Yaz, Edwin E. ; Mohseni, M. Jafar

Author_Institution

Centenary Coll., Shreveport, LA, USA

Volume

1

fYear

1998

fDate

1-4 Sep 1998

Firstpage

456

Abstract

Linear unbiased full-order state estimation problem for discrete-time models with stochastic parameters and additive finite energy type disturbance signals is reformulated in terms of linear matrix inequalities. Two estimation problems that are considered are the design for: the mean-square bounded estimation error, and the mean-square stochastic version of the suboptimal H_∞ estimator. These two designs are shown to apply to both the estimation with random sensor delay and estimation under observation uncertainty for harmonic signals by simulation examples

Keywords

discrete time systems; error analysis; harmonics; matrix algebra; mean square error methods; signal processing; state estimation; stochastic systems; H_∞ estimator; additive finite energy; discrete-time stochastic models; disturbance signals; harmonic signals; linear matrix inequality; mean-square bounded error; sensor delay; state estimation; Additive white noise; Estimation error; Gain; Linear matrix inequalities; Maximum likelihood detection; Noise measurement; State estimation; State-space methods; Stochastic processes; Stochastic resonance;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Applications, 1998. Proceedings of the 1998 IEEE International Conference on

Conference_Location

Trieste

Print_ISBN

0-7803-4104-X

Type

conf

DOI

10.1109/CCA.1998.728490

Filename

728490