Robustness and Computational Aspects of Nonlinear Stochastic Estimators and REgulators,

Abstract

Robustness properties of nonlinear extended Kalman filters with constant gains and modelling errors are presented. Sufficient conditions for the non-divergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the Linear-Quadratic-Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have a 'separation-type' property. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1977
Accession Number
ADA040314

Entities

People

  • Michael Athans
  • Michael G. Safonov

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Closed Loop Systems
  • Control Systems
  • Covariance
  • Dynamics
  • Engineering
  • Equations
  • Estimators
  • Feedback
  • Filters
  • Filtration
  • Kalman Filters
  • Linear Systems
  • Mathematical Filters
  • Nonlinear Systems
  • Regulators
  • Residuals
  • Simulations

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.