\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (Q2454060): Difference between revisions

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Latest revision as of 15:31, 8 July 2024

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\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise
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    \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (English)
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    12 June 2014
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    \(\mathcal H_2\) norm
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    periodic stochastic systems
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    filtering
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    Lyapunov differential equations
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    Riccati differential equations
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