Filtering and LQG problems for discrete-time stochastic singular systems
DOI10.1109/9.35288zbMATH Open0695.93105OpenAlexW2082034347MaRDI QIDQ3472017FDOQ3472017
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
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optimal control lawdiscrete-time stochastic singular systemslinear unbiased least-squares state estimation algorithm
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
Cited In (27)
- 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
- Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
- State estimation for a class of singular systems
- Event-based mixed ℋ∞ and passive filtering for discrete singular stochastic systems
- Title not available (Why is that?)
- \(\mathcal{H}_{2}\) filtering for discrete-time affine nonlinear descriptor systems
- 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
- In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
- Square-root Kalman filtering of descriptor systems
- 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
- Discounted cost linear quadratic Gaussian control for descriptor systems
- Robust stability of uncertain discrete-time singular fuzzy 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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