A new formulation of some discrete-time stochastic-parameter state estimation problems

DOI10.1016/S0893-9659(97)00099-2zbMath0887.93063OpenAlexW2012305484MaRDI QIDQ1375838

Yvonne Ilke Yaz, Edwin Engin Yaz

Publication date: 3 May 1998

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(97)00099-2

zbMATH Keywords

linear matrix inequalitiesdiscrete-time systemsstate estimationsensor delaysstochastic-parameter systems

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36)

Related Items

Gain-constrained extended Kalman filtering with stochastic nonlinearities and randomly occurring measurement delays ⋮ Extended and unscented filtering algorithms using one-step randomly delayed observations ⋮ Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements ⋮ Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey ⋮ Recursive estimation of discrete-time signals from nonlinear randomly delayed observations ⋮ Residual generation and evaluation of networked control systems subject to random packet dropout ⋮ An LMI approach to discrete-time observer design with stochastic resilience

Cites Work

• Unnamed Item
• Optimal estimation of linear discrete-time systems with stochastic parameters
• A Stochastic Regulator for Integrated Communication and Control Systems: Part II—Numerical Analysis and Simulation
• Linear Matrix Inequalities in System and Control Theory
• Optimal recursive estimation with uncertain observation