A unified approach to optimal state estimation for stochastic singular systems

Automatica

Volumn 34, Issue 6, 1998, Pages 777-781

  Zhang, Huan Shui ^a,b   Chai, Tian You ^b   Liu, Xiang Jie ^b  

^a Department of Chemistry   (China)

^b NORTHEASTERN UNIVERSITY   (China)

Author keywords

Asymptotic stability; Discrete time; Singular systems; State estimation

Indexed keywords

ASYMPTOTIC STABILITY; CONTROL SYSTEM ANALYSIS; DISCRETE TIME CONTROL SYSTEMS; REGRESSION ANALYSIS; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS; SYSTEM STABILITY; TIME DOMAIN ANALYSIS;

DISCRETE TIME STOCHASTIC SINGULAR LINEAR SYSTEMS;

LINEAR CONTROL SYSTEMS;

EID: 0032093612     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(98)00020-X     Document Type: Article

References (13)

1. Anderson, B. D. O. and J. B. Moore (1979). Optimal filtering. Prentice-Hall, Englewood Cliffs, NJ.
2. Chen, C. T. (1984). Linear System Theory and Design. Holt, Rinehart and Winston, New York.
3. Cobb, J. D. (1984). Controllability, observability and duality in singular systems. IEEE Trans. Automat. Control, 29, 1076-1082.
4. Dai, L. (1989). Filtering and LQG problem for discrete-time stochastic singular systems. IEEE Trans. Automat. Control, 34, 1105-1108.
5. Darouach, M., M. Zasadzinski and D. Mehdi (1993). State estimation of stochastic singular linear systems. Int. J. Systems Sci., 24, 345-354.
6. Darouach, M. and M. Boutageb (1992). Recursive state and parameter estimation of SOISO singular systems. IEE Proc. D. 139, 204-206.
7. Deng, Z. L. and Y. X. Guo (1989). Modern Time Series Analysis and its Applications, Modeling, Filtering, Deconvolution, Prediction and Control. Knowledge Press, Bejing.
8. Deng, Z. L., H. S. Zhang, S. J. Liu and L. Zhou (1996). Optimal and Self-tuning white noise estimators with applications to deconvolution and filtering problems. Automatica, 32, 199-216.
9. EL-Tohami, M., V. Lovass-Nagy and R. Mukundan (1983). On the design of observers for generalized state space systems using singular value decomposition. Int. J. Control, 38, 673-685.
10. Lewis, F. L. (1986). A survey of linear singular systems. Circuits Systems Signal Process, 5, 3-36.
11. Wang, C. Z. and L. Y. Dai (1986). Singular dynamic systems. Control Theory Appl., 3, 2-12.
12. Wang, E. P. and C. Z. Wang (1988). Optimum recursive filtering method for singular discrete stochastic linear systems. Acta Automat. Sinica, 14, 409-415.
13. Zhang, H. S., and Z. L. Deng (1994). A new algorithm for self-tuning state estimation. Control Theory Appl., 11, 444-449.