Lyapunov Design of Stabilizing Controllers for Cascaded Systems

@inproceedings{Praly2004LyapunovDO,
  title={Lyapunov Design of Stabilizing Controllers for Cascaded Systems},
  author={Laurent Praly},
  year={2004}
}
A discrete-time model for filtering with small observation noise is considered in this note. A piecewise linear observation function is considered with two intervals of monotonicity. A sequential quadratic variation test is found to detect intervals of linearity of the observation function. Diffusion approximations to certain discrete processes are made to estimate the mean times for reaching a decision and the error probabilities. I . INTRODUCTION There is substantial literature on the problem… CONTINUE READING
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