Observers for nonlinear stochastic systems 论文

详细信息

发表期刊/会议

IEEE Transactions on Automatic Control

发表日期

1976-08-01

发表年份

1976

摘要

Motivated by the complexity and the large quantity of on-line operations required for nonlinear filtering problems, observers for nonlinear stochastic systems are constructed based on a Lyapunov-like method. Sufficient conditions on the structure of a nonlinear stochastic system for the existence of an exponentially bounded observer are given. These conditions can be applied off-line. The stabilization of unstable nonlinear stochastic systems using observer feedback are investigated. Sufficient conditions to stabilize cascaded control and observer in a feedback arrangement are given.