Tua A. Tamba and Yul Y. Nazaruddin
Stochastic analysis, Lipschitz nonlinear systems, observer design,linear matrix inequality
This paper proposes a linear observer design method for a class of stochastically perturbed Lipschitz nonlinear systems. In essence, Lipschitz nonlinear systems are those whose trajectories are bounded from above by the growth rate of their states. This paper derives a linear matrix inequality condition for searching observer gains that can guarantee an ultimately bounded estimation error of such an observer in the sense of mean square. The method is illustrated in an example of designing an observer for robotics application.
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