Estimation and control of stochastic bilinear systems with prescribed degree of stability

DOI10.1080/00207729108910663zbMath0725.93078OpenAlexW2051640328MaRDI QIDQ5202941

Engin Yaz

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/00207729108910663

zbMATH Keywords

exponentially data-weighting state estimators

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Linear unbiased state estimation under randomly varying bounded sensor delay

Cites Work

• Infinite horizon optimal control of linear discrete time systems with stochastic parameters
• The influence of finite word length on digital optimal control
• Observer design for stochastic-parameter systems
• An Overview of Stochastic Bilinear Control Processes
• Stability of optimum linear estimators of stochastic signals in white multiplicative noise
• On the matrix Riccati equation for linear systems with random gain
• Optimal recursive estimation with uncertain observation

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