Abstract
This paper addresses the problems of suboptimal estimation and control of discrete time stochastic systems with cone-bounded non-linearities and state-dependent noise. Upper bounds for the estimation error covariance as well as the quadratic control cost are derived. The behaviour of these upper bounds over the infinite time interval is then considered, and sufficient, conditions for their stability are given. Finally, sufficient conditions for the stability of the closed-loop stochastic control system are obtained. These results provide verifiable conditions for the performance evaluation of simple estimators and controllers for this class of cone-bounded non-linear stochastic systems.
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