State estimation of stochastic singular linear systems: convergence and stability

DOI10.1080/00207729308949538MaRDI QIDQ4693337zbMATH OpenOpenAlexFDO

Authors Mohamed Darouach, A. Bassong Onana, M. Zasadzinski

Publication date 13 April 1994

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/10.1080/00207729308949538

zbMATH Keywords

least-squares estimationRiccati equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cites work

• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• scientific article; zbMATH DE number 193291 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• State estimation of stochastic singular linear systems

Cited in

(11)

• A relationship between the stochastic estimability measure and singular matrix expansions
• Problem on the optimal estimation of the initial state of a linear singularly perturbed system
• On the convergence and stability of fractional singular Kalman filter and Riccati equation
• scientific article; zbMATH DE number 38274 (Why is no real title available?)
• scientific article; zbMATH DE number 57476 (Why is no real title available?)
• Polynomial equations for the linear MMSE state estimation
• State estimation for a class of singular systems
• Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems
• State estimation of stochastic singular linear systems
• scientific article; zbMATH DE number 806824 (Why is no real title available?)
• Optimal state estimation for singular system with stochastic uncertain parameter

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