On the optimal state estimation of a class of discrete-time nonlinear systems

DOI10.1109/TCS.1987.1086256zbMATH Open0633.93064OpenAlexW2060662035MaRDI QIDQ3772099FDOQ3772099

Authors: Engin Yaz 

Publication date: 1987

Published in: IEEE Transactions on Circuits and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tcs.1987.1086256

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zbMATH Keywords

optimal linear estimatordiscrete-time nonlinear stochastic systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

Cited In (27)

• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
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• On convergence of the discrete-time nonlinear extended state observer
• On the state estimation of non-linear discrete-time models: application to unmanned aerial vehicles
• New state estimator of nonlinear discrete-time systems
• Optimal estimation of nonlinear state nonlinear observation systems
• State estimation for band discrete stochastic nonlinear systems
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems
• Generalized dissipative state estimation for discrete-time nonhomogeneous semi-Markov jump nonlinear systems
• Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference
• Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements
• Estimation of nonlinear functions of state vector for linear systems with time-delays and uncertainties
• Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey
• Effective state estimation of stochastic systems
• Model-Based Discrete Linear State Estimator for Nonlinearizable Systems With State-Dependent Noise
• Optimal recursive estimation for discrete-time descriptor systems
• A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the mortensen observer
• A suboptimal algorithm of estimation of the state and the parameters of multidimensional continuous nonlinear systems
• Robust, exponentially fast state estimator for some non-linear stochastic systems
• A game theory approach to mixed control for a class of stochastic time-varying systems with randomly occurring nonlinearities
• Title not available (Why is that?)
• State estimation for discrete-time systems with generalized Lipschitz nonlinear dynamics
• Title not available (Why is that?)
• Optimal finite-time state estimation for discrete-time switched systems under switching frequency constraint

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