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dc.contributor.authorYang, H-
dc.contributor.authorShu, H-
dc.contributor.authorWang, Z-
dc.contributor.authorAlsaadi, FE-
dc.contributor.authorHayat, T-
dc.identifier.citationNonlinear Analysis: Hybrid Systems, 19: 26 - 37, (2016)en_US
dc.description.abstractThis paper is concerned with the problem of almost sure state estimation for general nonlinear hybrid stochastic systems whose coefficients only satisfy local Lipschitz conditions. By utilizing the stopping time method combined with martingale inequalities, a theoretical framework is established for analyzing the so-called almost surely asymptotic stability of the addressed system. Within such a theoretical framework, some sufficient conditions are derived under which the estimation dynamics is almost sure asymptotically stable and the upper bound of estimation error is also determined. Furthermore, a suboptimal state estimator is obtained by solving an optimization problem in the H<inf>2</inf> sense. According to the obtained results, for a class of special nonlinear hybrid stochastic systems, the corresponding conditions reduce to a set of matrix inequalities for the purpose of easy implementation. Finally, two numerical simulation examples are used to demonstrate the effectiveness of the results derived.en_US
dc.description.sponsorshipThis work was supported in part by the National Natural Science Foundation of China under Grants 61134009 and 61329301, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany.en_US
dc.format.extent26 - 37-
dc.subjectState estimationen_US
dc.subjectSuboptimal estimatoren_US
dc.subjectAlmost surely asymptotic stabilityen_US
dc.subjectNonlinear hybrid stochastic systemsen_US
dc.titleAlmost sure state estimation with H2-type performance constraints for nonlinear hybrid stochastic systemsen_US
dc.relation.isPartOfNonlinear Analysis: Hybrid Systems-
Appears in Collections:Dept of Computer Science Research Papers

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