\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises
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Publication:1023375
DOI10.1016/j.automatica.2008.11.027zbMath1162.93038MaRDI QIDQ1023375
Publication date: 11 June 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.11.027
stochastic differential equation; Wiener process; LMI; bilinear system; multiplicative noise; quadratic Lyapunov function; reduced-order \(\mathcal H_\infty\) filter
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)