DocumentCode
827182
Title
Robustness and computational aspects of nonlinear stochastic estimators and regulators
Author
Safonov, Michael G. ; Athans, Michael
Author_Institution
University of Southern California, Los Angeles, CA, USA
Volume
23
Issue
4
fYear
1978
fDate
8/1/1978 12:00:00 AM
Firstpage
717
Lastpage
725
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
Kalman filtering; Nonlinear systems, stochastic continuous-time; Optimal regulators; Optimal stochastic control; Stability; Stochastic optimal control; Covariance matrix; Design methodology; Filters; Regulators; Robustness; Stability; State estimation; Stochastic processes; Stochastic systems; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1978.1101825
Filename
1101825
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