The design is described of exponentially data-weighting state estimators and feedback controllers with a prescribed degree of stability for stochastic bilinear (stochastic-parameter) discrete-time systems. Not only stability but also stability robustness in the presence of deterministic and stochastic parameter perturbations/modelling uncertainties are considered. The existence is shown of robustness properties similar to those encountered in the theory of linear deterministic systems.
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Engin Yaz (1991) studied this question.
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