Title :
Observer design for a class of stochastic bilinear systems with multiplicative noise
Author :
Ali, H. Souley ; Rafaralahy, H. ; Zasadzinski, M. ; Halabi, S. ; Darouach, M.
Author_Institution :
CRAN-UMR, Henri Poincare Univ., Nancy, France
Abstract :
In this paper, the purpose is to design an observer for a stochastic bilinear system such that the estimation error is mean-square stable. The bilinear system is bilinear in control and with multiplicative noise. The approach is based on the resolution of LMI and is then easily implementable.
Keywords :
bilinear systems; mean square error methods; noise; observers; stability; stochastic systems; estimation error; mean-square stability; multiplicative noise; observer design; stochastic bilinear systems; Additive noise; Control systems; Equations; Estimation error; Nonlinear systems; Robust control; Stability analysis; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1470539
