Abstract
A general class of discrete-time uncertain nonlinear stochastic systems with quadratic sum constraints is considered. A linear full-order state estimator design is presented for various estimation error performance criteria in a unified framework. These performance criteria include guaranteed-cost suboptimal versions of estimation objectives like H/sub 2/, H/sub /spl infin//, stochastic passivity, etc. The design of linear state estimators that satisfy these criteria are given using a common linear matrix inequality (LMI) formulation.
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