A decoupled approach to filter design for stochastic systems

DOI10.1080/00207179.2016.1138505zbMath1353.93112OpenAlexW2310448402MaRDI QIDQ2954061

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Publication date: 11 January 2017

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

Full work available at URL: https://doi.org/10.1080/00207179.2016.1138505

zbMATH Keywords

stochastic differential equationreduced-order observeralmost sure exponential stabilityfull-order observer

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Stabilization of a class of stochastic nonlinear systems using a bang‐bang controller ⋮ Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems

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