A hybrid observer for practical observability of linear stochastic systems
Author(s)
Gong, Zilong
Scarciotti, Giordano
Type
Conference Paper
Abstract
This paper focuses on the problem of observability and observer design for linear stochastic systems. To introduce our idea, we first construct an idealistic observer. This idealistic observer is not causal as it requires perfect knowledge of the Brownian motion. However, after introducing an a posteriori method to reconstruct the variations of the Brownian motion in discrete time, we propose a realistic hybrid observer which approximates the idealistic observer. The performance of this hybrid observer can be made arbitrarily close to that of the idealistic observer. Numerical simulations illustrate the results of the paper.
Date Issued
2023-01-10
Date Acceptance
2022-07-15
Citation
2022 IEEE 61st Conference on Decision and Control (CDC), 2023
Publisher
IEEE
Journal / Book Title
2022 IEEE 61st Conference on Decision and Control (CDC)
Copyright Statement
Copyright © 2023 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Source
61st IEEE Conference on Decision and Control
Publication Status
Published
Start Date
2022-12-06
Finish Date
2022-12-09
Coverage Spatial
Cancun, Mexico