A New Formulation of Some Discrete-Time Stochastic-Parameter State Estimation Problems

Authors

Edwin E. Yaz, Marquette UniversityFollow
Yvonne I. Yaz, Centenary College ShreveportFollow

Document Type

Article

Publication Date

11-1997

Publisher

Elsevier

Source Publication

Applied Mathematics Letters

Source ISSN

0893-9659

Original Item ID

DOI: 10.1016/S0893-9659(97)00099-2

Abstract

Linear unbiased full-order state estimation problem for discrete-time models with stochastic parameters and additive finite energy type disturbance signals is reformulated in terms of linear matrix inequalities. Two estimation problems that are considered are the design for mean-square bounded estimation error and the design for the mean-square stochastic version of the suboptimal H_∞ estimator. These two designs are shown to apply to both the estimation with random sensor delay and estimation under observation uncertainty.

Comments

Applied Mathematics Letters, Vol. 10, No. 6 (November 1997): 13-19. DOI.

Edwin Yaz was affiliated with University of Arkansas at the time of publication.

Recommended Citation

Yaz, Edwin E. and Yaz, Yvonne I., "A New Formulation of Some Discrete-Time Stochastic-Parameter State Estimation Problems" (1997). Electrical and Computer Engineering Faculty Research and Publications. 724.
https://epublications.marquette.edu/electric_fac/724