State estimation of stochastic singular linear systems : convergence and stability

Mohamed Darouach (1) , André Bassong Onana (1) , Michel Zasadzinski (1)

1 CRAN - Centre de Recherche en Automatique de Nancy

In this paper, we present necessary and sufficient conditions of convergence of the Generalized Riccati equation and stability for the state estimator developped in Darouach, Zasadzinski and Mehdi (Int. J. Systems Science, 1993, vol 24, n 2, pp 345-354)

Mots clés: Singular Systems; State estimation; Generalized Riccati equation; Convergence; Stability

Domaines: Automatique / Robotique

Mohamed Darouach, André Bassong Onana, Michel Zasadzinski. State estimation of stochastic singular linear systems : convergence and stability. International Journal of Systems Science, 1993, 24 (5), pp.1001-1008. ⟨hal-00143909⟩