\(\mathcal H_2\) optimal robust filtering

DOI10.3166/ejc.12.30-39zbMath1293.93331MaRDI QIDQ2512028

Luiz A. V. Regis Filho, José C. Geromel

Publication date: 7 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.12.30-39

zbMATH Keywords

linear matrix inequalities; robust filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B51: Design techniques (robust design, computer-aided design, etc.)

Related Items

Discrete-time, robust Wiener filtering with non-parametric spectral uncertainty, A new method to \(\mathcal H_2\) robust filter design, \(\mathcal H_2\) robust filter design with performance certificate via convex programming, Robust ℋ₂ filtering for LTI systems with linear fractional representation

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