PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS


Autoria(s): COSTA, Eduardo F.; ASTOLFI, Alessandro
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

18/04/2012

18/04/2012

2009

Resumo

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

FAPESP[06/02004-0]

FAPESP[06/04210-6]

EPSRC[EP/E057438]

Identificador

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, v.47, n.6, p.3203-3219, 2009

0363-0129

http://producao.usp.br/handle/BDPI/15933

10.1137/070708421

http://dx.doi.org/10.1137/070708421

Idioma(s)

eng

Publicador

SIAM PUBLICATIONS

Relação

Siam Journal on Control and Optimization

Direitos

openAccess

Copyright SIAM PUBLICATIONS

Palavras-Chave #stability #nonlinear systems #matrix analysis #Kalman filter stability #Automation & Control Systems #Mathematics, Applied
Tipo

article

original article

publishedVersion