Observer design for discrete and continuous non-linear stochastic systems
- 1 December 1993
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 24 (12) , 2289-2302
- https://doi.org/10.1080/00207729308949629
Abstract
An observer design methodology that is applicable to a general class of non-linear stochastic system and measurement models is given. It is proved that, under the conditions given, discrete- and continuous-time state estimation is possible with guaranteed exponential rate of convergence. The superior performance of the observer is illustrated with two examples.Keywords
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