Observer Design for Discrete and Continuous Non-Linear stochastic Systems

Authors

Edwin E. Yaz, Marquette UniversityFollow
Asad Azemi, Penn State Delaware County Campus

Document Type

Article

Publication Date

1993

Publisher

Taylor & Francis

Source Publication

International Journal of Systems Science

Source ISSN

0020-7721

Original Item ID

DOI: 10.1080/00207729308949629

Abstract

An observer design methodology that is applicable to a general class of non-linear stochastic system and measurement models is given. It is proved that, under the conditions given, discrete- and continuous-time state estimation is possible with guaranteed exponential rate of convergence. The superior performance of the observer is illustrated with two examples.

Comments

International Journal of Systems Science, Vol. 24, No. 12 (1993): 2289-2302. DOI.

Recommended Citation

Yaz, Edwin E. and Azemi, Asad, "Observer Design for Discrete and Continuous Non-Linear stochastic Systems" (1993). Electrical and Computer Engineering Faculty Research and Publications. 732.
https://epublications.marquette.edu/electric_fac/732