\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (Q1023375)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal H_\infty\) 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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