State estimation of stochastic singular linear systems: convergence and stability

State estimation of stochastic singular linear systems: convergence and stability

In this paper we present necessary and sufficient conditions of convergence of the generalized Riccati equation and stability for the state estimator developed by Darouach et al. (1993).

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Veröffentlicht in:International journal of systems science 1993-05, Vol.24 (5), p.1001-1008
Hauptverfasser: DAROUACH, M., BASSONG ONANA, A., ZASADZINSKI, M.
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Automatic
Computer science
control theory
systems
Control theory. Systems
Engineering Sciences
Exact sciences and technology
Modelling and identification
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Beschreibung
Zusammenfassung:In this paper we present necessary and sufficient conditions of convergence of the generalized Riccati equation and stability for the state estimator developed by Darouach et al. (1993).
ISSN:0020-7721
1464-5319
DOI:10.1080/00207729308949538