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A decoupled approach to filter design for stochastic systems |
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| Authors: | A. Barbata H. Souley Ali H. Messaoud |
| Affiliation: | 1. CRAN, CNRS, UMR 7039, Université de Lorraine, Longwy, France;2. Ecole Nationale d’Ingénieurs de Monastir, Monastir, Tunisie;3. Ecole Nationale d’Ingénieurs de Monastir, Monastir, Tunisie |
| Abstract: | This paper presents a new theorem to guarantee the almost sure exponential stability for a class of stochastic triangular systems by studying only the stability of each diagonal subsystems. This result allows to solve the filtering problem of the stochastic systems with multiplicative noises by using the almost sure exponential stability concept. Two kinds of observers are treated: the full-order and reduced-order cases. |
| Keywords: | Stochastic differential equation almost sure exponential stability full-order observer reduced-order observer |