scholarly journals Exact bounded-error continuous-time linear state estimator

2021 ◽  
Vol 153 ◽  
pp. 104951
Author(s):  
Simon Rohou ◽  
Luc Jaulin
Keyword(s):  
Continuous Time ◽  
State Estimator ◽  
Bounded Error ◽  
Linear State ◽  
Time Linear

Model-Based Discrete Linear State Estimator for Nonlinearizable Systems With State-Dependent Noise

1990 ◽  
Vol 112 (4) ◽  
pp. 774-781 ◽  
Author(s):  
R. J. Chang
Keyword(s):  
Discrete Time ◽  
Continuous Model ◽  
Equivalent Model ◽  
State Estimator ◽  
Time Model ◽  
State Dependent ◽  
Present Technique ◽  
Linear State ◽  
Noisy Measurement ◽  
Time Linear

A practical technique to derive a discrete-time linear state estimator for estimating the states of a nonlinearizable stochastic system involving both state-dependent and external noises through a linear noisy measurement system is presented. The present technique for synthesizing a discrete-time linear state estimator is first to construct an equivalent reference linear model for the nonlinearizable system such that the equivalent model will provide the same stationary covariance response as that of the nonlinear system. From the linear continuous model, a discrete-time state estimator can be directly derived from the corresponding discrete-time model. The synthesizing technique and filtering performance are illustrated and simulated by selecting linear, linearizable, and nonlinearizable systems with state-dependent noise.

scholarly journals Cointegrated continuous-time linear state-space and MCARMA models

Stochastics ◽  
2019 ◽  
Vol 92 (7) ◽  
pp. 1064-1099
Author(s):  
Vicky Fasen-Hartmann ◽  
Markus Scholz
Keyword(s):  
State Space ◽  
Continuous Time ◽  
Linear State ◽  
Time Linear

scholarly journals Design of regular positive and stable descriptor systems via state-feedbacks for descriptor continuous-time linear systems with singular pencils

2014 ◽  
Vol 24 (3) ◽  
pp. 289-297
Author(s):  
Tadeusz Kaczorek
Keyword(s):  
Linear Systems ◽  
Continuous Time ◽  
Special Form ◽  
The State ◽  
New Method ◽  
Descriptor Systems ◽  
Descriptor System ◽  
Asymptotically Stable ◽  
Numerical Example ◽  
Time Linear

Abstract A new method is proposed of design of regular positive and asymptotically stable descriptor systems by the use of state-feedbacks for descriptor continuous-time linear systems with singular pencils. The method is based on the reduction of the descriptor system by elementary row and column operations to special form. A procedure for the design of the state-feedbacks gain matrix is presented and illustrated by a numerical example

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