Minimal-order optimal filters for discrete-time linear stochastic systems

International Journal of Control ◽

10.1080/00207177508921966 ◽

1975 ◽

Vol 21 (1) ◽

pp. 1-19 ◽

Author(s):

TSUNEO YOSHIKAWA

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Minimal Order ◽

Optimal Filters ◽

Linear Stochastic Systems ◽

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Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems

Stochastic Analysis and Applications ◽

10.1080/07362990802007046 ◽

2008 ◽

Vol 26 (3) ◽

pp. 495-525 ◽

Author(s):

Vasile Dragan ◽

Toader Morozan

Keyword(s):

Exponential Stability ◽

Discrete Time ◽

General Class ◽

Stochastic Systems ◽

Mean Square ◽

Linear Stochastic Systems ◽

Stability In Mean Square ◽

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Intermittent fault detection for discrete- time linear stochastic systems with time delay

IET Control Theory and Applications ◽

10.1049/iet-cta.2019.0385 ◽

2020 ◽

Vol 14 (3) ◽

pp. 511-518

Author(s):

Sen Zhang ◽

Li Sheng ◽

Ming Gao ◽

Donghua Zhou

Keyword(s):

Fault Detection ◽

Discrete Time ◽

Stochastic Systems ◽

Intermittent Fault ◽

Linear Stochastic Systems ◽

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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

10.1007/978-1-4419-0630-4 ◽

2010 ◽

Author(s):

Vasile Dragan ◽

Toader Morozan ◽

Adrian-Mihail Stoica

Keyword(s):

Robust Control ◽

Discrete Time ◽

Stochastic Systems ◽

Mathematical Methods ◽

Linear Stochastic Systems ◽

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Robust stability and robust stabilization of discrete-time linear stochastic systems

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems ◽

10.1007/978-1-4419-0630-4_8 ◽

2009 ◽

pp. 287-336 ◽

Author(s):

Vasile Drăgan ◽

Toader Morozan ◽

Adrian-Mihail Stoica

Keyword(s):

Robust Stability ◽

Discrete Time ◽

Stochastic Systems ◽

Robust Stabilization ◽

Linear Stochastic Systems ◽

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Suboptimal Adaptive Filter for Discrete-Time Linear Stochastic Systems

IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences ◽

10.1093/ietfec/e88-a.3.620 ◽

2005 ◽

Vol E88-A (3) ◽

pp. 620-625 ◽

Author(s):

D. CHOI

Keyword(s):

Discrete Time ◽

Adaptive Filter ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients

10.1016/j.automatica.2019.108660 ◽

2020 ◽

Vol 112 ◽

pp. 108660

Author(s):

Vasile Dragan ◽

Samir Aberkane

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Periodic Coefficients ◽

Exact Observability ◽

Linear Stochastic Systems ◽

Exact Detectability ◽

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On new smoothers for discrete-time linear stochastic systems with unknown disturbances

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications ◽

10.5687/sss.2007.106 ◽

2007 ◽

Vol 2007 (0) ◽

pp. 106-111

Author(s):

Akio Tanikawa

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Unknown Disturbances ◽

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Reduced-order disturbance observer design for discrete-time linear stochastic systems

Transactions of the Institute of Measurement and Control ◽

10.1177/0142331216634425 ◽

2016 ◽

Vol 38 (6) ◽

pp. 657-664 ◽

Author(s):

Jinya Su ◽

Baibing Li ◽

Wen-Hua Chen ◽

Jun Yang

Keyword(s):

Discrete Time ◽

Disturbance Observer ◽

Stochastic Systems ◽

Observer Design ◽

Reduced Order ◽

Linear Stochastic Systems ◽

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Mean-variance receding horizon control for discrete time linear stochastic systems

IFAC Proceedings Volumes ◽

10.3182/20080706-5-kr-1001.02591 ◽

2008 ◽

Vol 41 (2) ◽

pp. 15321-15326 ◽

Author(s):

Mark Cannon ◽

Basil Kouvaritakis ◽

Paul Couchman

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Receding Horizon Control ◽

Receding Horizon ◽

Linear Stochastic Systems ◽

Mean Variance ◽

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Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2019.02.036 ◽

2019 ◽

Vol 356 (10) ◽

pp. 5573-5591 ◽

Author(s):

O.A. Stepanov ◽

V.A. Vasiliev ◽

A.B. Toropov ◽

A.V. Loparev ◽

М.V. Basin

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Efficiency Analysis ◽

Filtering Algorithm ◽

Linear Stochastic Systems ◽

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