Observer design for discrete and continuous non-linear stochastic systems

E. Yaz, A. Azemi

Research output: Contribution to journalArticlepeer-review

64 Scopus citations

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 - Dec 1993

All Science Journal Classification (ASJC) codes

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

Fingerprint

Dive into the research topics of 'Observer design for discrete and continuous non-linear stochastic systems'. Together they form a unique fingerprint.

Cite this