Discrete-time reduced-order estimator design for bilinear stochastic systems with error covariance assignment

DOI10.1093/IMAMCI/18.1.99zbMath0973.93051OpenAlexW2057280421MaRDI QIDQ2711463

K. J. Burnhan, Zidong Wang

Publication date: 24 April 2001

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/18.1.99

zbMATH Keywords

estimationdiscrete-time bilinear stochastic systemserror covariance assignment theorymatrix inequality approachreduced-order state estimators

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) System structure simplification (93B11)

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