State Estimation of stochastic singular linear systems

Mohamed Darouach (1) , Michel Zasadzinski (1) , Driss Mehdi (2)

1 CRAN - Centre de Recherche en Automatique de Nancy
2 LAII [Poitiers] - Laboratoire d'automatique et d'informatique industrielle [EA 1219]

In this paper we present a simple algorithm for the state estimation of stochastic singular linear systems based on the least squares method.

Mots clés: Singular systems; State estimation; Generalized Riccati equation

Domaines: Automatique / Robotique

Mohamed Darouach, Michel Zasadzinski, Driss Mehdi. State Estimation of stochastic singular linear systems. International Journal of Systems Science, 1993, 24 (2), pp.345-354. ⟨10.1080/00207729308949493⟩. ⟨hal-00143947⟩