A New Formulation of Some Discrete-Time Stochastic-Parameter State Estimation Problems
Applied Mathematics Letters
Original Item ID
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.
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.
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.