A frequency domain approach to state estimation
β Scribed by H.J. Marquez
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 155 KB
- Volume
- 340
- Category
- Article
- ISSN
- 0016-0032
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β¦ Synopsis
A novel input-to-state approach to the problem of robust state estimation in the presence of model uncertainty as well as plant disturbance and sensor noise is considered. A new observer structure is introduced and shown to have certain advantages over the classical Luenberger observer when studying robustness issues. This structure is then used to solve the robust estimation problem in the H N framework.
π SIMILAR VOLUMES
Let X be a fractional Brownian motion. It is known that M t = m t dX; t ΒΏ 0, where m t is a certain kernel, deΓΏnes a martingale M , and also that X can be represented by X t = x t dM; t ΒΏ 0, for some kernel x t . We derive these results by using the spectral representation of the covariance function