Yaz, E. E.; Yaz, Y. I. State estimation of uncertain nonlinear stochastic systems with general criteria. (English) Zbl 0976.93078 Appl. Math. Lett. 14, No. 5, 605-610 (2001). 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. Reviewer: Pedro A.Morettin (São Paulo) Cited in 21 Documents MSC: 93E10 Estimation and detection in stochastic control theory 93C55 Discrete-time control/observation systems 15A39 Linear inequalities of matrices Keywords:matrix inequalities; estimation performance criteria; linear state estimator; discrete-time nonlinear stochastic systems PDFBibTeX XMLCite \textit{E. E. Yaz} and \textit{Y. I. Yaz}, Appl. Math. Lett. 14, No. 5, 605--610 (2001; Zbl 0976.93078) Full Text: DOI References: [1] Boyd, S.; El Ghaoui, L.; Feron, E.; Balakrishnan, V., Linear Matrix Inequalities in System and Control Theory (1994), SIAM: SIAM Philadelphia, PA · Zbl 0816.93004 [2] Jacobson, D. H., A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria, J. Math. Anal. Applic., 47, 153-161 (1974) · Zbl 0281.93017 [3] Yaz, Y. I.; Raz, E. E., On LMI formulations of some problems arising in nonlinear stochastic system analysis, IEEE Trans. Autom. Control, 44, 813-816 (1999) · Zbl 0957.93088 [4] Yaz, E., Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems, IEEE Trans. Autom. Control, 34, 1176-1180 (1989) · Zbl 0693.93084 [5] Yaz, E., Linear state estimators for nonlinear stochastic systems with noisy nonlinear observations, Int. J. Control, 48, 2465-2475 (1988) · Zbl 0663.93064 [6] Yaz, E., Robust design of stochastic controllers for nonlinear systems, IEEE Trans. Autom. Control, 34, 349-353 (1989) · Zbl 0679.93074 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.