• DocumentCode
    3623547
  • Title

    A state estimation technique for continuous time stochastic descriptor systems

  • Author

    Wansheng Tang; Guangquan Li; Pie Zheng

  • Author_Institution
    Tianjin Univ., China
  • Volume
    4
  • fYear
    1993
  • Firstpage
    205
  • 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"
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/ICSMC.1993.390709
  • Filename
    390709
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3623547