Imperial College London
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DrGiordanoScarciotti

Faculty of Engineering, Department of Electrical and Electronic Engineering

Senior Lecturer
 
 
 
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Contact

 

+44 (0)20 7594 6268g.scarciotti Website

 
 
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Location

 

1118Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Gong:2023:10.1109/CDC51059.2022.9992838,
author = {Gong, Z and Scarciotti, G},
doi = {10.1109/CDC51059.2022.9992838},
publisher = {IEEE},
title = {A hybrid observer for practical observability of linear stochastic systems},
url = {http://dx.doi.org/10.1109/CDC51059.2022.9992838},
year = {2023}
}
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RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - 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.
AU  - Gong,Z
AU  - Scarciotti,G
DO  - 10.1109/CDC51059.2022.9992838
PB  - IEEE
PY  - 2023///
TI  - A hybrid observer for practical observability of linear stochastic systems
UR  - http://dx.doi.org/10.1109/CDC51059.2022.9992838
UR  - http://hdl.handle.net/10044/1/101478
ER  -
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