\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (Q2454060)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise |
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\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (English)
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12 June 2014
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\(\mathcal H_2\) norm
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periodic stochastic systems
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filtering
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Lyapunov differential equations
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Riccati differential equations
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