\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (Q1023375)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises |
scientific article |
Statements
\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (English)
0 references
11 June 2009
0 references
reduced-order \(\mathcal H_\infty\) filter
0 references
stochastic differential equation
0 references
multiplicative noise
0 references
Wiener process
0 references
bilinear system
0 references
quadratic Lyapunov function
0 references
LMI
0 references
