State estimation of uncertain nonlinear stochastic systems with general criteria
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Publication:5938966
DOI10.1016/S0893-9659(00)00201-9zbMath0976.93078WikidataQ128100930 ScholiaQ128100930MaRDI QIDQ5938966
Edwin Engin Yaz, Yvonne Ilke Yaz
Publication date: 7 August 2001
Published in: Applied Mathematics Letters (Search for Journal in Brave)
matrix inequalitiesdiscrete-time nonlinear stochastic systemsestimation performance criterialinear state estimator
Linear inequalities of matrices (15A39) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
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Cites Work
- A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
- Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
- Linear state estimators for non-linear stochastic systems with noisy non-linear observations
- Linear Matrix Inequalities in System and Control Theory
- On LMI formulations of some problems arising in nonlinear stochastic system analysis
- Robust design of stochastic controllers for nonlinear systems
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