State estimation of stochastic singular linear systems: convergence and stability

DOI10.1080/00207729308949538zbMath0785.93082OpenAlexW2114248282MaRDI QIDQ4693337

Mohamed Darouach, A. Bassong Onana, Michel Zasadzinski

Publication date: 13 April 1994

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

Full work available at URL: https://doi.org/10.1080/00207729308949538

zbMATH Keywords

Riccati equationsleast-squares estimation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• State estimation of stochastic singular linear systems

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