A new formulation of some discrete-time stochastic-parameter state estimation problems

✍ Scribed by Y.I. Yaz; E.E. Yaz

• Book ID: 104349975
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 474 KB
• Volume: 10
• Category: Article
• ISSN: 0893-9659
• DOI: 10.1016/s0893-9659(97)00099-2

✦ Synopsis

Linear unbiased full-order state estimation problem for discrete-time models with stochastic parameters and additive finite energy type disturbance signals is reformulated in terms of linear matrix inequalities.

Two estimation problems that are considered are the design for mean-square bounded estimation error and the design for the mean-square stochastic version of the suboptimal H, estimator.

These two designs are shown to apply to both the estimation with random sensor delay and estimation under observation uncertainty.