Observer design for discrete and continuous non-linear stochastic systems

DOI10.1080/00207729308949629zbMath0789.93019OpenAlexW1993600366MaRDI QIDQ4278260

Asad Azemi, Engin Yaz

Publication date: 31 January 1994

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729308949629

zbMATH Keywords

observer designexponential rate of convergence

Mathematics Subject Classification ID

Controllability (93B05) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Related Items (16)

Discrete-time nonlinear observer design with general criteria ⋮ A Lyapunov-based distributed consensus filter for a class of nonlinear stochastic systems ⋮ A decoupled approach to filter design for stochastic systems ⋮ Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems ⋮ Distributed estimation and control of multiple nonholonomic mobile agents with external disturbances ⋮ Filtering for a class of nonlinear MIMO uncertain time-delay stochastic systems ⋮ Lyapunov-based design of resilient mixed MSE-dissipative-type state observers for a class of nonlinear systems and general performance criteria ⋮ Design of mixed \(H_2\)-dissipative observers with stochastic resilience for discrete-time nonlinear systems ⋮ Observer matrix gain optimization for stochastic continuous time nonlinear systems ⋮ Extended state observer for MIMO nonlinear systems with stochastic uncertainties ⋮ Resilient minimum entropy filter design for non-Gaussian stochastic systems ⋮ Distributed filtering for nonlinear systems under false data injection attack ⋮ Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems ⋮ H_∞sliding mode observer design for a class of nonlinear discrete time-delay systems: A delay-fractioning approach ⋮ Filtering on nonlinear time-delay stochastic systems ⋮ Input-to-state stable nonlinear filtering for a class of continuous-time delayed nonlinear systems

Cites Work

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• Probability methods for approximations in stochastic control and for elliptic equations
• Continuous-time approximations for the nonlinear filtering problem
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• Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†
• Matrix Analysis
• Exact finite-dimensional nonlinear filters
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Observers for nonlinear stochastic systems
• Non-linear filtering by approximation of the a posteriori density
• On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations

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