• DocumentCode
    888230
  • Title

    Full and reduced-order observer design for discrete stochastic bilinear systems

  • Author

    Yaz, Engin

  • Author_Institution
    Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
  • Volume
    37
  • Issue
    4
  • fYear
    1992
  • fDate
    4/1/1992 12:00:00 AM
  • Firstpage
    503
  • Lastpage
    505
  • Abstract
    The author considers a general discrete-time stochastic bilinear system model and derives the mean square optimal linear unbiased observer equations to be used in reconstructing a prespecified linear combination of state variables based on noisy output measurements.<>
  • Keywords
    State estimation; discrete time systems; linear systems; nonlinear systems; state estimation; stochastic systems; discrete-time stochastic bilinear system; full order observer; mean square optimal linear unbiased observer equations; reduced-order observer; state estimation; Covariance matrix; Equations; Frequency; Nonlinear systems; Polynomials; Sampling methods; Stochastic resonance; Stochastic systems; Time varying systems; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.126586
  • Filename
    126586
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=888230