In this Book a new design of on-line observer-based controller for discrete-time stochastic uncertain constrained nonlinear dynamical systems is developed. To achieve this goal, a new technique is firstly proposed to handle estimation problems associated with unconstrained or constrained, deterministic or stochastic, linear or nonlinear discrete-time systems. The developed approach is based on pole placement technique on which a set of constraints is imposed on the estimated output vector and has to be satisfied.

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