Exponentially convergent robust and adaptive observers for uncertain stochastic systems

Edwin Engin Yaz, Asad Azemi

Research output: Contribution to journalConference articlepeer-review


We present mean square exponentially convergent state observers for nonlinear stochastic systems driven by Wiener noise. The method is based on extension of variable structure observer schemes using exponential nonlinear gain. The adaptive version of the results are provided to be used when the matching uncertainty has unknown bounds. It is also shown how these results can be applied to system and measurement equations having colored noise processes.

Original languageEnglish (US)
Pages (from-to)2020-2021
Number of pages2
JournalProceedings of the American Control Conference
StatePublished - 1995
EventProceedings of the 1995 American Control Conference. Part 1 (of 6) - Seattle, WA, USA
Duration: Jun 21 1995Jun 23 1995

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering


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