Implications of a result on observer design for stochastic parameter systems

DOI10.1080/00207178808906101zbMath0652.93061OpenAlexW2163433675MaRDI QIDQ3798572

Engin Yaz

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/00207178808906101

zbMATH Keywords

observer designstochastic parameter systemsoptimal one-step predictorsstable estimation schemes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

Related Items (2)

Robust minimum variance linear state estimators for multiple sensors with different failure rates ⋮ Linear unbiased state estimation under randomly varying bounded sensor delay

Cites Work

• Unnamed Item
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Linear recursive state estimators under uncertain observations
• Observer design for stochastic-parameter systems
• Stability of optimum linear estimators of stochastic signals in white multiplicative noise
• Optimal recursive estimation with uncertain observation

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