\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (Q2454060): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:48, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise |
scientific article |
Statements
\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (English)
0 references
12 June 2014
0 references
\(\mathcal H_2\) norm
0 references
periodic stochastic systems
0 references
filtering
0 references
Lyapunov differential equations
0 references
Riccati differential equations
0 references
