Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers

Hua Ouyang; Ian R. Petersen

doi:10.1109/CDC.2007.4434425

Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers

Hua Ouyang^*
, Ian R. Petersen

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

1 Citation (Scopus)

Abstract

This paper presents a new approach to robust nonlinear state estimation based on the use of Integral Quadratic Constraints and minimax LQG control. The approach involves a class of state estimators which include copies of the slope bounded nonlinearities occurring in the plant. Integral Quadratic Constraints and dynamic multipliers are introduced to exploit these repeated nonlinearities. The linear part of the state estimator is synthesized using minimax LQG control theory and this leads to a nonlinear state estimator which gives an upper bound on the closed loop value of a quadratic cost functional.

Original language	English
Title of host publication	Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	5557-5563
Number of pages	7
ISBN (Print)	1424414989, 9781424414987, 978-1-4244-1497-0
DOIs	https://doi.org/10.1109/CDC.2007.4434425
Publication status	Published - 2007
Externally published	Yes
Event	46th IEEE Conference on Decision and Control 2007, CDC - New Orleans, LA, United States Duration: 12 Dec 2007 → 14 Dec 2007

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	46th IEEE Conference on Decision and Control 2007, CDC
Country/Territory	United States
City	New Orleans, LA
Period	12/12/07 → 14/12/07

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10.1109/CDC.2007.4434425

Cite this

Ouyang, H., & Petersen, I. R. (2007). Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers. In Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC (pp. 5557-5563). Article 4434425 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2007.4434425

Ouyang, Hua ; Petersen, Ian R. / Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers. Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC. Institute of Electrical and Electronics Engineers Inc., 2007. pp. 5557-5563 (Proceedings of the IEEE Conference on Decision and Control).

@inproceedings{861a47a6a4f74b02b8eb74fff77cfe46,

title = "Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers",

abstract = "This paper presents a new approach to robust nonlinear state estimation based on the use of Integral Quadratic Constraints and minimax LQG control. The approach involves a class of state estimators which include copies of the slope bounded nonlinearities occurring in the plant. Integral Quadratic Constraints and dynamic multipliers are introduced to exploit these repeated nonlinearities. The linear part of the state estimator is synthesized using minimax LQG control theory and this leads to a nonlinear state estimator which gives an upper bound on the closed loop value of a quadratic cost functional.",

author = "Hua Ouyang and Petersen, \{Ian R.\}",

year = "2007",

doi = "10.1109/CDC.2007.4434425",

language = "English",

isbn = "1424414989",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "5557--5563",

booktitle = "Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC",

address = "United States",

note = "46th IEEE Conference on Decision and Control 2007, CDC ; Conference date: 12-12-2007 Through 14-12-2007",

}

Ouyang, H & Petersen, IR 2007, Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers. in Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC., 4434425, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 5557-5563, 46th IEEE Conference on Decision and Control 2007, CDC, New Orleans, LA, United States, 12/12/07. https://doi.org/10.1109/CDC.2007.4434425

Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers. / Ouyang, Hua; Petersen, Ian R.
Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC. Institute of Electrical and Electronics Engineers Inc., 2007. p. 5557-5563 4434425 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

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AU - Ouyang, Hua

AU - Petersen, Ian R.

PY - 2007

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N2 - This paper presents a new approach to robust nonlinear state estimation based on the use of Integral Quadratic Constraints and minimax LQG control. The approach involves a class of state estimators which include copies of the slope bounded nonlinearities occurring in the plant. Integral Quadratic Constraints and dynamic multipliers are introduced to exploit these repeated nonlinearities. The linear part of the state estimator is synthesized using minimax LQG control theory and this leads to a nonlinear state estimator which gives an upper bound on the closed loop value of a quadratic cost functional.

AB - This paper presents a new approach to robust nonlinear state estimation based on the use of Integral Quadratic Constraints and minimax LQG control. The approach involves a class of state estimators which include copies of the slope bounded nonlinearities occurring in the plant. Integral Quadratic Constraints and dynamic multipliers are introduced to exploit these repeated nonlinearities. The linear part of the state estimator is synthesized using minimax LQG control theory and this leads to a nonlinear state estimator which gives an upper bound on the closed loop value of a quadratic cost functional.

UR - https://www.scopus.com/pages/publications/62749129350

U2 - 10.1109/CDC.2007.4434425

DO - 10.1109/CDC.2007.4434425

M3 - Conference Paper

AN - SCOPUS:62749129350

SN - 1424414989

SN - 9781424414987

SN - 978-1-4244-1497-0

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 5557

EP - 5563

BT - Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 46th IEEE Conference on Decision and Control 2007, CDC

Y2 - 12 December 2007 through 14 December 2007

ER -

Ouyang H, Petersen IR. Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers. In Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC. Institute of Electrical and Electronics Engineers Inc. 2007. p. 5557-5563. 4434425. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC.2007.4434425

Guaranteed cost state estimation of stochastic uncertain systems with slope bounded nonlinearities via the use of dynamic multipliers

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