201. Stable approximate estimators for a class of nonlinear systems
- Author
-
Angelo Alessandri and Marcello Sanguineti
- Subjects
Nonlinear system ,Optimal estimation ,Control theory ,Differential equation ,Estimator ,Function (mathematics) ,Lipschitz continuity ,Stability (probability) ,System dynamics ,Mathematics - Abstract
The state estimation problem is addressed for a class of continuous-time, nonlinear dynamic systems with Lipschitz nonlinearities, both with and without the presence of disturbances acting on the system and on the measurement equations, i.e., for observers an filters, respectively. A general estimator is considered, which is described by a differential equation resulting from the summation of the system dynamics and an innovation function. The characteristics of this estimator are investigated as far as the stability of the estimation error is concerned. Then, an optimal estimation problem is stated. A solution of this problem is sought by means of nonlinear approximators, which guarantee an arbitrarily small error using a parametrized structure with a moderate complexity.
- Published
- 2001