TY - GEN
T1 - Robust estimator for uncertain stochastic systems
AU - George, Jemin
AU - Linares, Richard
PY - 2010
Y1 - 2010
N2 - Development of a robust estimator for uncertain stochastic systems under persistent excitation is presented. The given continuous-time stochastic formulation assumes norm bounded parametric uncertainties and excitations. When there are no system uncertainties, the performance of the proposed robust estimator is similar to that of the Kalman-Bucy filter and the present approach asymptotically recovers the desired optimal performance in the presence of uncertainties and or persistent excitation.
AB - Development of a robust estimator for uncertain stochastic systems under persistent excitation is presented. The given continuous-time stochastic formulation assumes norm bounded parametric uncertainties and excitations. When there are no system uncertainties, the performance of the proposed robust estimator is similar to that of the Kalman-Bucy filter and the present approach asymptotically recovers the desired optimal performance in the presence of uncertainties and or persistent excitation.
UR - http://www.scopus.com/inward/record.url?scp=79953136564&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79953136564&partnerID=8YFLogxK
U2 - 10.1109/CDC.2010.5716963
DO - 10.1109/CDC.2010.5716963
M3 - Conference contribution
AN - SCOPUS:79953136564
SN - 9781424477456
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 5037
EP - 5042
BT - 2010 49th IEEE Conference on Decision and Control, CDC 2010
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 49th IEEE Conference on Decision and Control, CDC 2010
Y2 - 15 December 2010 through 17 December 2010
ER -