Title :
Full and reduced-order observer design for discrete stochastic bilinear systems
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
fDate :
4/1/1992 12:00:00 AM
Abstract :
The author considers a general discrete-time stochastic bilinear system model and derives the mean square optimal linear unbiased observer equations to be used in reconstructing a prespecified linear combination of state variables based on noisy output measurements.<>
Keywords :
State estimation; discrete time systems; linear systems; nonlinear systems; state estimation; stochastic systems; discrete-time stochastic bilinear system; full order observer; mean square optimal linear unbiased observer equations; reduced-order observer; state estimation; Covariance matrix; Equations; Frequency; Nonlinear systems; Polynomials; Sampling methods; Stochastic resonance; Stochastic systems; Time varying systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
