On the almost sure and mean-square exponential convergence of some stochastic observers

Yaz E.

首页> 外文期刊>IEEE Transactions on Automatic Control >On the almost sure and mean-square exponential convergence of some stochastic observers

【24h】

On the almost sure and mean-square exponential convergence of some stochastic observers

机译：关于一些随机观测者的几乎确定和均方指数收敛

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

It is pointed out that linear observers used for estimating the state of the discrete-time stochastic-parameter systems are both almost surely and mean-square (MS) exponentially convergent under the same conditions guaranteeing mean-square convergence. In addition to the mean-square convergence properties of linear observers constructed for mean-square stable stochastic-parameter systems, they also possess an almost-sure exponential convergence property, and the rate of MS convergence is exponential. This rate depends on the parameters used in the design.

机译：指出用于估计离散时间随机参数系统状态的线性观测器在确保均方收敛的相同条件下几乎确定且均方（MS）呈指数收敛。除了为均方稳定随机参数系统构造的线性观测器的均方收敛性，它们还具有几乎确定的指数收敛性，并且MS收敛的速率是指数的。该速率取决于设计中使用的参数。

著录项

来源
《IEEE Transactions on Automatic Control》 |1990年第8期|P.935-936|共2页
作者
Yaz E.;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类自动化系统;
关键词

相似文献

外文文献
中文文献
专利

1. Choice of θ and mean-square exponential stability in the stochastic theta method of stochastic differential equations [J] . Xiaofeng Zong, Fuke Wu Journal of Computational and Applied Mathematics . 2014,第Null期

机译：随机微分方程的随机θ方法中θ和均方指数稳定性的选择
2. Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations [J] . Li Q., Gan S. Journal of Applied Mathematics and Computing . 2012,第1a2期

机译：非线性随机时滞积分-微分方程的随机θ方法的均方指数稳定性
3. Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations [J] . Qiyong Li, Siqing Gan Journal of Applied Mathematics and Computing . 2012,第1a2期

机译：非线性随机时滞积分-微分方程的随机θ方法的均方指数稳定性
4. NUMERIC AND ANALYTIC INVESTIGATIONS OF MEAN-SQUARE EXPONENTIAL STABILITY FOR STOCHASTICALLY TIMED SYSTEMS [C] . Dylan Poulsen, Ian Gravagne, John M. Davis ASME annual dynamic systems and control conference . 2016

机译：随机定时系统均方指数稳定性的数值和解析研究
5. Observers as a Tool to Reduce Information Exchange and Increase Convergence Rate in Multi-Agent Systems [D] . ?Chowdhury, Dhrubajit 2020

机译：观察者作为减少信息交换的工具，增加多助理系统中的收敛速度
6. Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations [O] . Ling Zhang -1

机译：半线性随机时滞微分方程指数Euler方法的收敛性和稳定性
7. Mean-square exponential stability of fuzzy stochastic BAM networks with hybrid delays [O] . Fosheng Wang, Chengqiang Wang 2018

机译：混合延迟模糊随机BAM网络的均方指数稳定性
8. I,II Convergence and Rate of Convergence Theorems for Constrained and Unconstrained Stochastic Approximation,via Weak Convergence Methods. III Numerical Studies for Constrained Stochastic Approximation Problems, [R] . kushner,harold j. lakshmivarahan, s. 1977

机译：I，II收敛性和受约束和无约束随机逼近的收敛速度定理，通过弱收敛方法。 III约束随机逼近问题的数值研究，

On the almost sure and mean-square exponential convergence of some stochastic observers

摘要

著录项

相似文献

相关主题

期刊订阅