Optimization based on quasi-Monte Carlo sampling to design state estimators for non-linear systems

DOI10.1080/02331930902863665zbMath1206.11097MaRDI QIDQ3066914

Angelo Alessandri, Danilo Macciò, Cristiano Cervellera, Marcello Sanguineti

Publication date: 20 January 2011

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930902863665

zbMATH Keywords

state estimation; constrained optimization; input-to-state stability; quasi-Monte Carlo methods; low-discrepancy sequences; non-linear programming; ridge computational models

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C30: Nonlinear programming

93B51: Design techniques (robust design, computer-aided design, etc.)

93E10: Estimation and detection in stochastic control theory

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

11K36: Well-distributed sequences and other variations

11K45: Pseudo-random numbers; Monte Carlo methods

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