Estimation and control of a class of stochastic systems with guaranteed boundedness

Edwin Engin Yaz, Asad Azemi

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Citation (Scopus)

Abstract

In this paper, we consider a class of continuous-time stochastic system and measurement models and propose an estimator that guarantees an estimation error that exhibits boundedness property for all of its moments and its sample path values. The estimates obtained from this estimator are used to render the closed loop system state bounded in the same senses via a state estimate feedback control scheme.

Original languageEnglish (US)
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Editors Anon
StatePublished - Dec 1 1996
EventProceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4) - Kobe, Jpn
Duration: Dec 11 1996Dec 13 1996

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume1
ISSN (Print)0191-2216

Other

OtherProceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4)
CityKobe, Jpn
Period12/11/9612/13/96

Fingerprint

Stochastic systems
State feedback
Closed loop systems
Error analysis
Feedback control

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

Yaz, E. E., & Azemi, A. (1996). Estimation and control of a class of stochastic systems with guaranteed boundedness. In Anon (Ed.), Proceedings of the IEEE Conference on Decision and Control (Proceedings of the IEEE Conference on Decision and Control; Vol. 1).
Yaz, Edwin Engin ; Azemi, Asad. / Estimation and control of a class of stochastic systems with guaranteed boundedness. Proceedings of the IEEE Conference on Decision and Control. editor / Anon. 1996. (Proceedings of the IEEE Conference on Decision and Control).
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Yaz, EE & Azemi, A 1996, Estimation and control of a class of stochastic systems with guaranteed boundedness. in Anon (ed.), Proceedings of the IEEE Conference on Decision and Control. Proceedings of the IEEE Conference on Decision and Control, vol. 1, Proceedings of the 1996 35th IEEE Conference on Decision and Control. Part 3 (of 4), Kobe, Jpn, 12/11/96.

Estimation and control of a class of stochastic systems with guaranteed boundedness. / Yaz, Edwin Engin; Azemi, Asad.

Proceedings of the IEEE Conference on Decision and Control. ed. / Anon. 1996. (Proceedings of the IEEE Conference on Decision and Control; Vol. 1).

Research output: Chapter in Book/Report/Conference proceedingChapter

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AU - Azemi, Asad

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Yaz EE, Azemi A. Estimation and control of a class of stochastic systems with guaranteed boundedness. In Anon, editor, Proceedings of the IEEE Conference on Decision and Control. 1996. (Proceedings of the IEEE Conference on Decision and Control).