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State estimation of uncertain nonlinear stochastic systems with general criteria. (English) Zbl 0976.93078

This paper considers linear state estimator designs for a class of discrete-time nonlinear stochastic systems corrupted by finite energy disturbances. Estimation performance criteria are considered.

MSC:

93E10 Estimation and detection in stochastic control theory
93C55 Discrete-time control/observation systems
15A39 Linear inequalities of matrices
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References:

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