• DocumentCode
    2102075
  • Title

    A numerical procedure for discrete-time nonlinear stochastic observer design

  • Author

    Yaz, E. ; Azemi, A.

  • Author_Institution
    Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
  • fYear
    1993
  • fDate
    15-17 Dec 1993
  • Firstpage
    1237
  • Abstract
    An observer design methodology which is applicable to a general class of nonlinear stochastic system and measurement models is considered. It is shown that, under the conditions given in the paper, a systematic numerical approach to discrete-time nonlinear state estimation is possible with guaranteed exponential rate of convergence
  • Keywords
    discrete time systems; nonlinear control systems; state estimation; stochastic systems; discrete-time nonlinear state estimation; discrete-time nonlinear stochastic observer; guaranteed exponential rate of convergence; measurement models; numerical procedure; observer design methodology; Design methodology; Filtering; Least squares approximation; Nonlinear equations; Nonlinear filters; Observers; Stochastic processes; Stochastic systems; Symmetric matrices; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
  • Conference_Location
    San Antonio, TX
  • Print_ISBN
    0-7803-1298-8
  • Type

    conf

  • DOI
    10.1109/CDC.1993.325381
  • Filename
    325381
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2102075