On the almost sure and mean-square exponential convergence of some stochastic observers

DOI10.1109/9.58505zbMath0719.93011OpenAlexW2168986222MaRDI QIDQ5752405

Engin Yaz

Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.58505

zbMATH Keywords

mean-square convergencediscrete-time stochastic-parameter systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Observability (93B07) Probabilistic games; gambling (91A60)

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Linear unbiased state estimation under randomly varying bounded sensor delay ⋮ A stabilizing controller for jump linear Gaussian systems with noisy state observations ⋮ An LMI approach to discrete-time observer design with stochastic resilience

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