Robust, exponentially fast state estimator for some non-linear stochastic systems

DOI10.1080/00207729208949229zbMath0748.93072OpenAlexW2032457638MaRDI QIDQ4006217

Engin Yaz

Publication date: 26 September 1992

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729208949229

zbMATH Keywords

time-invariant filtersexponentially fast state estimators

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Cites Work

• A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
• On the optimal state estimation of a class of discrete-time nonlinear systems
• Observers for nonlinear stochastic systems
• Kronecker products and matrix calculus in system theory
• Non-linear filtering by approximation of the a posteriori density

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