Observer design for a class of stochastic bilinear systems with multiplicative noise

In this paper, the purpose is to design an observer for a stochastic bilinear system such that the estimation error is mean-square stable. The bilinear system is bilinear in control and with multiplicative noise. The approach is based on the resolution of LMI and is then easily implementable.

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Bibliographic Details
Main Authors: Ali, H.S., Rafaralahy, H., Zasadzinski, M., Halabi, S., Darouach, M.
Format: Conference Proceeding
Language:English
Subjects:
Additive noise
Control systems
Equations
Estimation error
Nonlinear systems
Robust control
Stability analysis
Stochastic processes
Stochastic resonance
Stochastic systems
Online Access:Request full text
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Description
Summary:In this paper, the purpose is to design an observer for a stochastic bilinear system such that the estimation error is mean-square stable. The bilinear system is bilinear in control and with multiplicative noise. The approach is based on the resolution of LMI and is then easily implementable.
ISSN:0743-1619
2378-5861
DOI:10.1109/ACC.2005.1470539