Optimal linear estimation for continuous stochastic systems with random observation delays
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Publication:2846167
DOI10.1002/rnc.1831zbMath1271.93147MaRDI QIDQ2846167
Chunyan Han, Huan-Shui Zhang, Gang Feng
Publication date: 5 September 2013
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.1831
convergence analysis; linear estimation; continuous-time systems; Riccati differential equations; innovation analysis method; random jump delays
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E10: Estimation and detection in stochastic control theory
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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