Observer design for discrete and continuous non-linear stochastic systems

E. Yaz, A. Azemi

Research output: Contribution to journalArticlepeer-review

72 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)2289-2302
Number of pages14
JournalInternational Journal of Systems Science
Issue number12
StatePublished - Dec 1993

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Theoretical Computer Science
  • Computer Science Applications


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