\(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (Q2454060)
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scientific article; zbMATH DE number 6303478
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| English | \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise |
scientific article; zbMATH DE number 6303478 |
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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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0.8672162890434265
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0.8662959933280945
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0.8527485728263855
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0.8217745423316956
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0.8191906213760376
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