STOCHASTIC OBSERVERS FOR NONLINEAR SYSTEMS.

PRODIP SEN

Abstract


Some results on asymptotic state estimation for a class of continuous time nonlinear stochastic systems are Presented. The main property of the estimators developed is that the estimation error goes to zero with probability one and in mean-square as time tends to infinity. The proofs are based on Ito calculus and  the martinple onvergence heorems.

Keywords


Stochastic systems; Asymptotic estimators; Ito calculus; Martingales.

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