The stochastic observability for noisy non-linear stochastic systems†
- 1 October 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 22 (4) , 461-480
- https://doi.org/10.1080/00207177508922098
Abstract
The purpose of this paper is to present sufficient conditions for the stochastic observability of noisy non-linear systems. First, the stochastic observability is defined and then an estimation algorithm of the system state is constructed for the given noisy non-linear stochastic system. Secondly, by using a stochastic Lyapunov-like approach, sufficient conditions of the stochastic observability are shown for non-linear systems with state dependent noise and also with state independent noise. Finally, for the purpose of supporting the theoretical aspects developed here, results of digital simulation studies are demonstrated.Keywords
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