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

Applied Mathematics Letters

Volumn 10, Issue 6, 1997, Pages 13-19

  Yaz, Y I ^a   Yaz, E E ^b  

^a CENTENARY COLLEGE OF LOUISIANA   (United States)

^b 3202 Bell Engineering Center   (United States)

Author keywords

Discrete time systems; Linear matrix inequalities; Sensor delays; State estimation; Stochastic parameter systems

Indexed keywords

EID: 0013308114     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(97)00099-2     Document Type: Article

References (7)

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4. E. Yaz and A. Ray, Linear unbiased state estimation for random models with sensor delay, In Proceedings of 1996 CDC, pp. 47-52, Kobe, Japan, (1996).
5. N.E. Nahi, Optimal recursive estimation with uncertain observations, IEEE Trans. inform. Theory 15, 457-462 (1969).
6. E. Yaz and W. NaNacara, Linear and nonlinear estimation with uncertain observations, In Proceedings of 1994 ACC, pp. 1429-1433, Baltimore, MD, (1994).
7. S Boyd, L. El Ghaoui, E. Feron and V. Balakrishnan, Linear Matrix Inequalities in System and Control Theory, SIAM, Philadelphia, PA, (1994).