An LMI approach to discrete-time observer design with stochastic resilience

DOI10.1016/J.CAM.2005.04.016zbMath1108.93026OpenAlexW2022468931MaRDI QIDQ817483

Chung Seop Jeong, Edwin Engin Yaz, Yvonne Ilke Yaz

Publication date: 16 March 2006

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.04.016

zbMATH Keywords

Discrete-time Luenberger observerMatrix inequality approachResilienceStochastic solution

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Observability (93B07) Stochastic systems in control theory (general) (93E03)

Related Items (7)

Non-fragile \(H_\infty \) filter design for linear continuous-time systems ⋮ Robust minimum variance linear state estimators for multiple sensors with different failure rates ⋮ Adaptive non-fragile observer design for the uncertain Lur'e differential inclusion system ⋮ A recursive approach to non-fragile filtering for networked systems with stochastic uncertainties and incomplete measurements ⋮ Observer design for discrete-time descriptor systems: an LMI approach ⋮ Lyapunov-based design of resilient mixed MSE-dissipative-type state observers for a class of nonlinear systems and general performance criteria ⋮ Design of mixed \(H_2\)-dissipative observers with stochastic resilience for discrete-time nonlinear systems

Cites Work

• Unnamed Item
• Resilient linear filtering of uncertain systems
• A new formulation of some discrete-time stochastic-parameter state estimation problems
• Linear Matrix Inequalities in System and Control Theory
• Robust, fragile, or optimal?
• Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty
• On the almost sure and mean-square exponential convergence of some stochastic observers

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