Observers Design for a Class of Nonlinear Stochastic Discrete-Time Systems

This paper mainly studied the observer design of Lipschitz stochastic discrete system. For the first time, generalized Lipschitz conditions are introduced into the observer design of a class of nonlinear stochastic discrete systems. From this paper, it can be seen that the generalized Lipschitz condition can better reflect the structural information of the nonlinear part, and thus has more advantages than the classical Lipschitz condition in the observer design. The stability criterion and observer design method of nonlinear stochastic discrete systems were proposed. Numerical examples illustrated the advantages and feasibility of the theoretical results obtained.