Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†

DOI10.1080/00207178208932873zbMath0516.93051OpenAlexW2085102487MaRDI QIDQ3664944

Bruno M. Scherzinger, Raymond H. Kwong

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207178208932873

zbMATH Keywords

matrix Riccati equationslinear feedbackdiscrete-time stochastic systems with cone-bounded nonlinearitiessuboptimal estimation and control

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (8)

Observer design for discrete and continuous non-linear stochastic systems ⋮ Filtering for a class of nonlinear MIMO uncertain time-delay stochastic systems ⋮ Linear state estimators for non-linear stochastic systems with noisy non-linear observations ⋮ The design of servomechanism controllers for uncertain plants ⋮ Linear state estimators for non-linear stochastic systems with noisy non-linear observations ⋮ Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems ⋮ Filtering on nonlinear time-delay stochastic systems ⋮ A stability criterion for a class of discrete nonlinear systems with random parameters

Cites Work

• Stochastic processes and filtering theory
• On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
• Linear minimum variance filters applied to carrier tracking
• Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound
• On a Matrix Riccati Equation of Stochastic Control

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