Computer Engineering Commons^™

An Lmi Approach To Discrete-Time Observer Design With Stochastic Resilience, Edwin E. Yaz, Chung Seop Jeong, Yvonne I. Yaz

Electrical and Computer Engineering Faculty Research and Publications

Much of the recent work on robust control or observer design has focused on preservation of stability of the controlled system or the convergence of the observer in the presence of parameter perturbations in the plant or the measurement model. The present work addresses the important problem of stochastic resilience or non-fragility of a discrete-time Luenberger observer which is the maintenance of convergence and/or performance when the observer is erroneously implemented possibly due to computational errors i.e. round off errors in digital implementation or sensor errors, etc. A common linear matrix inequality framework is presented to address the stochastic resilient …