Linear unbiased state estimation under randomly varying bounded sensor delay

E. Yaz, A. Ray

Research output: Contribution to journalArticlepeer-review

97 Scopus citations


The motivation for the work reported in this paper accrues from the necessity of finding stabilizing control laws for systems with randomly varying bounded sensor delay. It reports the development of reduced-order linear unbiased estimators for discrete-time stochastic parameter systems and shows how to parametrize the estimator gains to achieve a certain estimation error covariance. Both finite-time and steady-state estimators are considered. The results are potentially applicable to state estimation for stabilizing output feedback control systems.

Original languageEnglish (US)
Pages (from-to)27-32
Number of pages6
JournalApplied Mathematics Letters
Issue number4
StatePublished - Jul 1998

All Science Journal Classification (ASJC) codes

  • Applied Mathematics


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