H filtering via convex optimization
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Publication:3127939
DOI10.1080/002071797224793zbMath0870.93041OpenAlexW2118486818MaRDI QIDQ3127939
Poo Gyeon Park, Thomas Kailath
Publication date: 13 April 1997
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/002071797224793
linear matrix inequalitybounded real lemma\(\varepsilon\)-optimal \(H_ \infty\) filtering problem\(H_ \infty\) filtering problem
Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) (H^infty)-control (93B36)
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