Lyapunov-based adaptive state estimation for a class of continuous-time nonlinear stochastic systems

Proceedings of the 2010 American Control Conference, ACC 2010

Volumn , Issue , 2010, Pages 6071-6076

  Xie, Li ^a,b   Khargonekar, Pramod P ^a  

^a J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

^b BEIJING INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Adaptive state estimation; Boundedness; Continuous time nonlinear stochastic systems; Linear matric inequalities; Lipschitz like conditions; Lyapunov methods

Indexed keywords

ADAPTIVE STATE ESTIMATION; BOUNDEDNESS; CONTINUOUS TIME; LINEAR MATRIC INEQUALITIES; LIPSCHITZ; LYAPUNOV;

LYAPUNOV METHODS; NONLINEAR ANALYSIS; PARAMETER ESTIMATION; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

CONTINUOUS TIME SYSTEMS;

EID: 77957796494     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (15)

1. F. Wendling, F. Bartolomei, J. J. Bellanger, and P. Chauvel, "Epileptic fast activity can be explained by a model of impaired gabaergic dendritic inhibition," European Journal of Neuroscience, vol. 15, pp. 1499-1508, 2002.
2. M. Krstić and H. Deng, Stabilization of Nonlinear Uncertain Systems. Springer-Verlag, 1998.
3. R. Rajamani and J. Hedrick, "Adaptive observer for active automotive suspensions: theory and experiments," IEEE Transactions on Control Systems Technology, vol. 3, pp. 86-93, 1995.
4. B. K. Øksendal, Stochastic Differential Equations: an Introduction with Applications. Springer-Verlag, 6th ed., 2005.
5. L. Arnold, Stochastic Differential Equation: Theory and Application. John Wiley & Sons, 1974.
6. T. J. Tarn and Y. Rasis, "Observers for nonlinear stochastic systems," IEEE Transactions on Automatic Control, vol. 21, pp. 441-448, 1976.
7. M. Zakai, "On the ultimate boundedness of moments associated with solutions of stochastic differential equations," SIAM Journal on Control, vol. 5, no. 4, pp. 390-397, 1967.
8. Y. Rasis, Stochastic Observers for Nonlinear Dynamic Systems. PhD thesis, Washington University, 1974.
9. E. Yaz and A. Azemi, "Observer design for discrete and continuous non-linear stochastic systems," International Journal of Systems Sciences, vol. 42, pp. 534-537, 1997.
10. Y. M. Cho and R. Rajamani, "A systematic approach to adaptive observer synthesis for nonlinear systems," IEEE Transactions on Automatic Control, vol. 42, pp. 534-537, 1997.
11. X. R. Mao and C. G. Yuan, Stochastic Differential Equations with Markovian Switching. Imperial College Press, 2005.
12. X. Mao, "Stochastic versions of the LaSalle theorem," Journal of Differential Equations, vol. 153, no. 1, pp. 175-195, 1999.
13. Y. Miyahara, "Ultimate boundedness of the systems governed by stochastic differential equations," Nagoya Math. J., vol. 47, pp. 111-144, 1972.
14. H. Deng and M. Krstić, "Stabilization of stochastic nonlinear systems driven by noise of unknown covariance," IEEE Transactions on Automatic Control, vol. 46, pp. 1237-1253, 2001.
15. X. J. Xie and J. Tian, "Adaptive state-feedback stabilization of high-order stochastic systems with nonlinear parameterization," Automatica, vol. 45, pp. 126-133, 2009.