Stochastic State Estimation and Control for Stochastic Descriptor Systems

In this paper, a stochastic observer is proposed, which can make the estimation error dynamics to be stochastically asymptotical stable and impulse-free. Moreover, an integrated estimation and feedback control mechanism is presented, which can make both the state and error dynamics stochastically asymptotical stable and impulse-free. Simulated results demonstrate the efficiency of the proposed approach. Finally, this technique is extended to fuzzy stochastic systems.