PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

Autor(es)

Costa, Eduardo F. ^[1] ; Astolfi, Alessandro ^{[2, 3]}

Afiliação do(s) autor(es)

^[1] Univ Sao Paulo, Dept Matemat Aplicada & Estat, BR-13560970 Sao Carlos, SP - Brazil

^[2] Univ Roma Tor Vergata, Dipartimento Informat Sistemi & Prod, I-00133 Rome - Italy

^[3] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2AZ - England

• Tipo de documento: Artigo Científico
• Fonte: SIAM JOURNAL ON CONTROL AND OPTIMIZATION; v. 47, n. 6, p. 3203-3219, 2009.
• Citações Web of Science: 3

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. (AU)

• Processo FAPESP: 06/02004-0 - Estabilidade de observadores para sistemas dinâmicos
• Beneficiário: Eduardo Fontoura Costa
• Modalidade de apoio: Bolsas no Exterior - Novas Fronteiras
• Processo FAPESP: 06/04210-6 - Convergência do Filtro de Kalman para sistemas lineares com saltos markovianos com da variável de salto
• Beneficiário: Eduardo Fontoura Costa
• Modalidade de apoio: Auxílio à Pesquisa - Regular