Continuous Time H-Infinity Filter with Asymptotic Convergence

2017 ◽  
Author(s):  
Swetha Amit
Keyword(s):  
Continuous Time ◽  
Asymptotic Convergence ◽  
H Infinity

scholarly journals Interval Observer Design for Metzlerian Takagi-Sugeno Systems

2020 ◽  
Author(s):  
Dušan Krokavec ◽  
Anna Filasová
Keyword(s):  
Continuous Time ◽  
Observer Design ◽  
Asymptotic Convergence ◽  
Observer Error ◽  
Analysis And Design ◽  
Interval Observer ◽  
Takagi Sugeno ◽  
Positive Observer ◽  
The Relationship

The generalized interval observer design conditions for continuous-time Metzlerian Takagi-Sugeno systems are presented in the paper. Attention is focused on the analysis and design guaranteeing the asymptotic convergence of the interval observer error and positivity of interval observer state. The relationship between the nonnegativity of the observer gains and the corresponding positive observer state attractiveness is also shown. The method presented extends and generalizes the results that recently appeared in the literature.

scholarly journals Asymptotic Parameter Estimation for a Class of Linear Stochastic Systems Using Kalman-Bucy Filtering

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Xiu Kan ◽  
Huisheng Shu ◽  
Yan Che
Keyword(s):  
Parameter Estimation ◽  
Continuous Time ◽  
Unknown Parameter ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Asymptotic Convergence ◽  
Linear Filtering ◽  
Linear Stochastic Systems ◽  
Asymptotic Parameter ◽  
Consistent Property

The asymptotic parameter estimation is investigated for a class of linear stochastic systems with unknown parameterθ:dXt=(θα(t)+β(t)Xt)dt+σ(t)dWt. Continuous-time Kalman-Bucy linear filtering theory is first used to estimate the unknown parameterθbased on Bayesian analysis. Then, some sufficient conditions on coefficients are given to analyze the asymptotic convergence of the estimator. Finally, the strong consistent property of the estimator is discussed by comparison theorem.

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