Title :
A state estimation technique for continuous time stochastic descriptor systems
Author :
Wansheng Tang; Guangquan Li; Pie Zheng
Author_Institution :
Tianjin Univ., China
Abstract :
In this paper, the state estimation problems in a stochastic descriptor system are investigated. It has been proved that the optimal state estimation problem is equivalent to the optimal control problem of a deterministic descriptor system.
Keywords :
"State estimation","Stochastic systems","Stochastic processes","Optimal control","Covariance matrix","Control systems","Equations","Time varying systems","Estimation error","Vectors"
Conference_Titel :
Systems, Man and Cybernetics, 1993. ´Systems Engineering in the Service of Humans´, Conference Proceedings., International Conference on
Print_ISBN :
0-7803-0911-1
DOI :
10.1109/ICSMC.1993.390709
