\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (Q1023375): Difference between revisions

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Latest revision as of 13:26, 10 December 2024

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\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises
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    \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (English)
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    11 June 2009
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    reduced-order \(\mathcal H_\infty\) filter
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    stochastic differential equation
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    multiplicative noise
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    Wiener process
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    bilinear system
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    quadratic Lyapunov function
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    LMI
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