15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
FIXED-ORDER DISSIPATIVE ESIMATOR DESIGN FOR UNCERTAIN STOCHASTIC SYSTEMS
Edwin Engin Yaz and Yvonne Ilke Yaz*
Department of EECE, Marquette University, Milwaukee, WI 53201 USA
* Department of Mathematics, Carthage College, Kenosha, WI 53140 USA

A general class of discrete-time uncertain nonlinear stochastic systems with quadratic sum constraints is considered. A linear fixed order state estimator for state estimation is presented for various estimation error performance criteria in a unified framework. The observer is of order equal to the difference between the state and output vector dimensions. The performance criteria considered in this paper include guaranteed-cost suboptimal versions of estimation objectives like H2, H, stochastic passivity, etc. The design of fixed-order linear state estimators that satisfy these criteria are given using a common matrix inequality formulation.
Keywords: Estimation theory, reduced-order, design, discrete-time, uncertain dynamics
Session slot T-Fr-A08: Nonlinear estimation/Area code 2c : Non-linear Systems