Discrete-time reduced-order estimator design for bilinear stochastic systems with error covariance assignment (Q2711463)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time reduced-order estimator design for bilinear stochastic systems with error covariance assignment |
scientific article |
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Discrete-time reduced-order estimator design for bilinear stochastic systems with error covariance assignment (English)
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24 April 2001
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error covariance assignment theory
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discrete-time bilinear stochastic systems
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estimation
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reduced-order state estimators
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matrix inequality approach
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The main purpose of the paper is to generalize the error covariance assignment (ECA) theory to discrete-time bilinear stochastic systems, and to investigate the estimation ECA problem for bilinear systems. This problem consists in designing reduced-order state estimators for bilinear stochastic discrete-time systems such that the steady-state estimation error covariances achieve certain pre-specified values. To solve the estimation ECA problem, the authors developed a simple and effective matrix inequality approach, in order to parameterize both the existence conditions and the analytical expression of the derived estimators. The solvability of the assignability conditions is discussed and an illustrative example is used to demonstrate the effectiveness of the proposed procedure.
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