NASA NTRS · 19790031009
Robustness and computational aspects of nonlinear stochastic estimators and regulators
Abstract
Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the Linear-Quadratic-Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have 'separation-type' property.
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Safonov, M. G., Athans, M.. 1977-01-01. Robustness and computational aspects of nonlinear stochastic estimators and regulators. https://ntrs.nasa.gov/citations/19790031009
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