State Estimation of Discrete Stochastic Singular System |
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| Authors: | XU Yan|li Center of High Education Tianjin University Tianjin China |
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| Affiliation: | XU Yan|li Center of High Education,Tianjin University,Tianjin 300072,China |
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| Abstract: | In this paper, a state estimation problem in discrete|time stochastic singular systems is investigated. It has been proved that the optimal state estimation problem of a discrete|time stochastic singular system is equivalent to the optimal control problem of a deterministic singular system. |
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| Keywords: | stochastic singular systems estimation optimal control |
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