Observer design for discrete and continuous non-linear stochastic systems

E. Yaz; A. Azemi

doi:10.1080/00207729308949629

Observer design for discrete and continuous non-linear stochastic systems

E. Yaz, A. Azemi

Penn State Brandywine

Research output: Contribution to journal › Article › peer-review

75 Scopus citations

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.

Original language	English (US)
Pages (from-to)	2289-2302
Number of pages	14
Journal	International Journal of Systems Science
Volume	24
Issue number	12
DOIs	https://doi.org/10.1080/00207729308949629
State	Published - Dec 1993

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Theoretical Computer Science
Computer Science Applications

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10.1080/00207729308949629

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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.",

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Observer design for discrete and continuous non-linear stochastic systems

Abstract

All Science Journal Classification (ASJC) codes

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