Observer design for discrete and continuous non-linear stochastic systems

E. Yaz, Asad Azemi

Research output: Contribution to journalArticle

62 Citations (Scopus)

Abstract

An observer design methodology that is applicable to a general class of non-linear stochastic system and measurement models is given. It is proved that, under the conditions given, discrete- and continuous-time state estimation is possible with guaranteed exponential rate of convergence. The superior performance of the observer is illustrated with two examples.

Original languageEnglish (US)
Pages (from-to)2289-2302
Number of pages14
JournalInternational Journal of Systems Science
Volume24
Issue number12
DOIs
StatePublished - Jan 1 1993

Fingerprint

Nonlinear Stochastic Systems
Observer Design
Stochastic systems
State Estimation
State estimation
Design Methodology
Continuous Time
Observer
Rate of Convergence
Model
Class

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Theoretical Computer Science
  • Computer Science Applications

Cite this

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Observer design for discrete and continuous non-linear stochastic systems. / Yaz, E.; Azemi, Asad.

In: International Journal of Systems Science, Vol. 24, No. 12, 01.01.1993, p. 2289-2302.

Research output: Contribution to journalArticle

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