\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises

DOI10.1016/j.automatica.2008.11.027zbMath1162.93038OpenAlexW1604328454MaRDI QIDQ1023375

J. Martínez

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

zbMATH Keywords

stochastic differential equationWiener processLMIbilinear systemmultiplicative noisequadratic Lyapunov functionreduced-order \(\mathcal H_\infty\) filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

A decoupled approach to filter design for stochastic systems ⋮ Delay-dependent generalized H2 control for discrete T-S fuzzy large-scale stochastic systems with mixed delays ⋮ Reliable dissipative control for uncertain time-delayed stochastic systems with Markovian jump switching and multiplicative noise ⋮ \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises

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