On convergence properties of a sensitivity penalization based robust state estimator | IEEE Conference Publication | IEEE Xplore

On convergence properties of a sensitivity penalization based robust state estimator


Abstract:

Asymptotic properties are re-investigated in this paper for the robust state estimator derived in [14]. A new formula is derived for the update of the pseudo-covariance m...Show More

Abstract:

Asymptotic properties are re-investigated in this paper for the robust state estimator derived in [14]. A new formula is derived for the update of the pseudo-covariance matrix of estimation errors. Based on this formula, the restrictive orthogonality condition of [14] is successfully removed. Under the situation that plant nominal parameters are time-invariant, it is shown that, when some stabilizability and detectability conditions are satisfied, the robust estimator converges to a stable time invariant system. Moreover, when the system is exponentially stable, it has been proved that this estimate is asymptotically unbiased and its estimation errors are upper bounded.
Date of Conference: 15-17 December 2010
Date Added to IEEE Xplore: 22 February 2011
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Conference Location: Atlanta, GA, USA

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