A unified approach to optimal state estimation for stochastic singular systems

DOI10.1016/S0005-1098(98)00020-XMaRDI QIDQ1295076zbMATH OpenFDO

Authors Huanshui Zhang, Tianyou Chai, Xiangjie Liu

Publication date 28 February 2000

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

singular systemsstate estimationinnovation analysis

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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(16)

• Problem on the optimal estimation of the initial state of a linear singularly perturbed system
• Weighted measurement fusion Kalman estimator for multisensor descriptor system
• Optimal state estimation for stochastic systems: an information theoretic approach
• Robust state prediction for descriptor systems
• Optimal filtering and smoothing for discrete-time stochastic singular systems
• scientific article; zbMATH DE number 806824 (Why is no real title available?)
• Controllability analysis of nonlinear switched singular system on time scales
• scientific article; zbMATH DE number 903143 (Why is no real title available?)
• On fixed-point smoothing for descriptor systems with multiplicative noise and single delayed observations
• Distributed full-order optimal fusion filters and smoothers for discrete-time stochastic singular systems
• State estimation for a class of singular systems
• Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
• Descriptor Wiener state estimators
• Optimal state estimation for singular system with stochastic uncertain parameter
• scientific article; zbMATH DE number 38274 (Why is no real title available?)
• Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems

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