H₂ optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise
DOI10.1016/J.SYSCONLE.2013.12.020zbMATH Open1288.93086OpenAlexW2053101171MaRDI QIDQ2454060FDOQ2454060
Authors: Samir Aberkane, Vasile Dragan 
Publication date: 12 June 2014
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2013.12.020
Recommendations
- Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
- Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling
- \(H_2\) optimal filtering for discrete-time linear stochastic systems with periodic coefficients and Markovian jumping
- Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
filteringRiccati differential equationsperiodic stochastic systemsLyapunov differential equations\(\mathcal H_2\) norm
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Stochastic differential equations. An introduction with applications.
- Mathematical methods in robust control of linear stochastic systems.
- Differential equations: Stability, oscillations, time lags
- \(H_\infty\) control and estimation of state-multiplicative linear systems.
- Stochastic $H^\infty$
- A numerical evaluation of solvers for the periodic Riccati differential equation
- Distributed \(\mathcal H_{\infty}\) state estimation with stochastic parameters and nonlinearities through sensor networks: the finite-horizon case
- \(H_{\infty }\) filtering with randomly occurring sensor saturations and missing measurements
- Periodic systems. Filtering and control
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Differential equations with positive evolutions and some applications
- Title not available (Why is that?)
- On solving periodic Riccati equations
- Title not available (Why is that?)
- A view of three decades of linear filtering theory
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
Cited In (10)
- \(H_2\) optimal filtering for discrete-time linear stochastic systems with periodic coefficients and Markovian jumping
- Optimal sequential fusion estimation for sampled-data systems with random delays and multiplicative noise
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes
- H/sub infinity / state estimation for linear periodic systems
- Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case
- Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
- Passive filter design for periodic stochastic systems with quantized measurements and randomly occurring nonlinearities
- \(H_2\) optimal filtering for bilinear systems
- Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling
- Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process
This page was built for publication: \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2454060)
