Title :
LMI-based state estimation of a class of uncertain nonlinear stochastic systems
Author :
Yaz, Edwin E. ; Yaz, Yvonne I.
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR
Abstract :
A general class of discrete-time uncertain nonlinear stochastic systems corrupted by finite energy disturbances is considered. Linear state estimators are designed according to a variety of performance criteria which include guaranteed-cost suboptimal versions of estimation objectives like H2, H∞, stochastic passivity, etc. A common matrix inequality formulation is used in characterization of estimator design equations
Keywords :
discrete time systems; matrix algebra; nonlinear systems; state estimation; stochastic systems; uncertain systems; LMI-based state estimation; common matrix inequality formulation; discrete-time uncertain nonlinear stochastic systems; finite energy disturbances; guaranteed-cost suboptimal estimation objectives; linear state estimators; performance criteria; Energy measurement; Equations; Linear matrix inequalities; Noise measurement; Power system modeling; State estimation; Stochastic processes; Stochastic systems; Vectors; White noise;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912007
