Linear unbiased state estimation under randomly varying bounded sensor delay

E. Yaz, Asok Ray

    Research output: Contribution to journalArticle

    93 Scopus citations


    The motivation for the work reported in this paper accrues from the necessity of finding stabilizing control laws for systems with randomly varying bounded sensor delay. It reports the development of reduced-order linear unbiased estimators for discrete-time stochastic parameter systems and shows how to parametrize the estimator gains to achieve a certain estimation error covariance. Both finite-time and steady-state estimators are considered. The results are potentially applicable to state estimation for stabilizing output feedback control systems.

    Original languageEnglish (US)
    Pages (from-to)27-32
    Number of pages6
    JournalApplied Mathematics Letters
    Issue number4
    StatePublished - Jan 1 1998


    All Science Journal Classification (ASJC) codes

    • Applied Mathematics

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