Observer matrix gain optimization for stochastic continuous time nonlinear systems

DOI10.1016/j.sysconle.2004.02.013zbMath1157.93333MaRDI QIDQ2503636

Alexander S. Poznyak, Alexander Nazin, Daishi Alfredo Murano

Publication date: 21 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2004.02.013

zbMATH Keywords

Stochastic systems; Nonlinear observers; Gain matrix optimization

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

93B07: Observability

93E03: Stochastic systems in control theory (general)

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Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems, \(H_{\infty}\) estimation for a class of Lipschitz nonlinear discrete-time systems with time delay

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