Observer design for stochastic-parameter systems

DOI10.1080/00207178708933962zbMath0639.93063OpenAlexW2052382586MaRDI QIDQ3780867

Engin Yaz

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933962

zbMATH Keywords

multiplicative noiseadditive noiselinear discrete-time systemconstant-gain linear filtermean square stable estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Related Items (4)

Robust minimum variance linear state estimators for multiple sensors with different failure rates ⋮ Implications of a result on observer design for stochastic parameter systems ⋮ Estimation and control of stochastic bilinear systems with prescribed degree of stability ⋮ Linear unbiased state estimation under randomly varying bounded sensor delay

Cites Work

• Optimal estimation of linear discrete-time systems with stochastic parameters
• Linear recursive state estimators under uncertain observations
• Stabilization of deterministic and stochastic-parameter discrete systems
• Stability of optimum linear estimators of stochastic signals in white multiplicative noise
• Optimal recursive estimation with uncertain observation

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