Title :
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
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;
Conference_Titel :
Control Applications, 1998. Proceedings of the 1998 IEEE International Conference on
Conference_Location :
Trieste
Print_ISBN :
0-7803-4104-X
DOI :
10.1109/CCA.1998.728490
