Estimation and control of stochastic bilinear systems with prescribed degree of stability

DOI10.1080/00207729108910663MaRDI QIDQ5202941zbMATHOpenAlexFDO

Authors Engin Yaz

Publication date 1991

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910663

zbMATH Keywords

exponentially data-weighting state estimators

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• An Overview of Stochastic Bilinear Control Processes
• Infinite horizon optimal control of linear discrete time systems with stochastic parameters
• Observer design for stochastic-parameter systems
• On the matrix Riccati equation for linear systems with random gain
• Optimal recursive estimation with uncertain observation
• Stability of optimum linear estimators of stochastic signals in white multiplicative noise
• The influence of finite word length on digital optimal control

Cited in

(3)

• Robustness of stochastic-parameter control and estimation schemes
• Linear unbiased state estimation under randomly varying bounded sensor delay
• Discrete-time reduced-order estimator design for bilinear stochastic systems with error covariance assignment

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