Almost Sure State Estimation for a Class of Nonlinear Stochastic Markovian Jump Systems

摘要：

In this paper, the almost sure asymptotic stability is investigated for the state estimation problem of a general class of nonlinear stochastic Markovian jump systems. A nonlinear state estimator with Markovian switching is first proposed, and then a sufficient condition is given which guarantees the almost sure asymptotic stability of the dynamics of the estimation error. Based on this condition, some simplified criteria are deduced by taking special forms of the Lyapunov functions. Subsequently, an easy-to-verify procedure is put forward for the state estimation problem of the linear stochastic Markovian jump system. Finally, two numerical examples are used to illustrate the effectiveness of the main results.

关键词： Almost sure asymptotic stability State estimation Nonlinear stochastic Markovian jump systems

作者: KAN Xiu SHU Huisheng SHEN Bo LI Zhenna

作者单位: School of Information Science and Technology, Donghua University, Shanghai 200051, P. R. China School of Science, Donghua University, Shanghai 200051, P. R. China

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 498-503

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）