Observer design for stochastic one-sided Lipschitz Lur'e differential inclusion system

ABSTRACT

This paper presents an observer design for a stochastic one-sided Lipschitz Lur'e differential inclusion system. The feature of the system is that a nonlinear term satisfies one-sided Lipschitz condition and elements of a transition rates matrix are partially unknown. First, a framework of a Luenberger-type observer with stochastic switching parameters is presented. Then, the conditions which guarantee that the error system is exponentially stable in mean square are derived. Finally, the simulation with a rotor system is conducted to prove the effectiveness of the proposed observer design.

KEYWORDS:

• One-sided Lipschitz
• differential inclusion
• transition rates matrix
• stochastic system
• observer design

2010 MATHEMATICS SUBJECT CLASSIFICATIONS:

• 34D20
• 34H15

Disclosure statement

No potential conflict of interest was reported by the authors.

Additional information

Funding

The authors are grateful for National Natural Science Foundation of China (61403267, 61873176), Natural Science Foundation of Jiangsu Province (BK20130322), and China Postdoctoral Science Foundation (2017M611903).