Abstract
The present paper is concerned with state estimation of two-dimensional (2-D) discrete stochastic systems. First, 2D discrete stochastic system model is established by extending system matrices of the well-known Fornasini-Marchesini's second model into stochastic matrices. The elements of these stochastic matrices are second-order, weakly stationary white noise sequences. Second, mean-square asymptotic stability which is a prerequisite for the design of state estimator is derived. Third, linear unbiased full-order state estimation problem for 2D discrete linear stochastic model is formulated. Two estimation problems considered are the designs for mean-square bounded estimation error and for the mean-square stochastic version of the suboptimal H ∞ estimator, respectively. Our results can be seen as extensions of the 2-D linear deterministic case. Finally, an illustrative example is provided.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
