Filtering and LQG problems for discrete-time stochastic singular systems

DOI10.1109/9.35288MaRDI QIDQ3472017zbMATH OpenOpenAlexFDO

Authors Liyi Dai

Publication date 1989

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.35288

zbMATH Keywords

optimal control lawdiscrete-time stochastic singular systemslinear unbiased least-squares state estimation algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cited in

(29)

• Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
• Explicit solution to the singular discrete-time stationary linear filtering problem
• Silverman algorithm and the structure of discrete-time stochastic systems
• Controllability and observability of stochastic singular systems in Banach spaces
• On fixed-point smoothing for descriptor systems with multiplicative noise and single delayed observations
• Optimal filtering and smoothing for discrete-time stochastic singular systems
• Self-tuning full-order WMF Kalman filter for multisensor descriptor systems
• Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
• State estimation for a class of singular systems
• Optimal filtering for stochastic singular systems with multiplicative noise based on Jordan decomposition
• Event-based mixed ℋ_∞ and passive filtering for discrete singular stochastic systems
• \(\mathcal{H}_{2}\) filtering for discrete-time affine nonlinear descriptor systems
• scientific article; zbMATH DE number 4104837 (Why is no real title available?)
• Descriptor recursive estimation for multiple sensors with different delay rates
• Kalman filtering for affine nonlinear descriptor systems
• Robust filtering for uncertain linear discrete-time descriptor systems
• Robust generalized filtering of uncertain Lipschitz nonlinear systems under measurement delays
• Suboptimal filtering for a singular discrete-time stochastic linear system
• Square-root Kalman filtering of descriptor systems
• In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
• Controllability and observability of stochastic implicit systems and stochastic GE-evolution operator
• Observer design for generalized state space systems with unknown inputs
• Discrete J-spectral factorization.
• Weighted measurement fusion Kalman estimator for multisensor descriptor system
• Optimal control for discrete-time singular stochastic systems with input delay
• Robust stability of uncertain discrete-time singular fuzzy systems
• Discounted cost linear quadratic Gaussian control for descriptor systems
• Mean-square admissibility for stochastic T-S fuzzy singular systems based on extended quadratic Lyapunov function approach
• Observer-based controller design for stochastic descriptor systems with Brownian motions

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