\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (Q2454060): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q361005 |
Changed an Item |
||
| Property / author | |||
| Property / author: Vasile Dragan / rank | |||
Normal rank | |||
Revision as of 00:01, 14 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
