LMI-based state estimator design for discrete-time stochastic systems with quadratic sum constraints

E.E Yaz,Y.I Yaz

doi:10.1109/acc.2001.945517

LMI-based state estimator design for discrete-time stochastic systems with quadratic sum constraints

E.E Yaz, Y.I Yaz

https://doi.org/10.1109/acc.2001.945517

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Publication Date: Jan 1, 2001

Affiliation: University of Arkansas at Fayetteville, Centenary College of Louisiana

#Linear State Estimator #State Estimator Design + Show 8 more

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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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