\(\mathcal H_2\) robust filter design with performance certificate via convex programming
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Publication:2440677
DOI10.1016/j.automatica.2007.08.010zbMath1283.93280MaRDI QIDQ2440677
Rubens H. Korogui, José C. Geromel
Publication date: 19 March 2014
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.08.010
convex programming; Kalman filter; linear matrix inequalities (LMIs); filter design; robust \(\mathcal H_2\) filtering
93E11: Filtering in stochastic control theory
90C25: Convex programming
90C47: Minimax problems in mathematical programming
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