Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling

DOI10.1016/j.automatica.2012.06.089zbMath1271.93154MaRDI QIDQ361007

Vasile Dragan, Adrian-Mihail Stoica

Publication date: 28 August 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0005109812003597

zbMATH Keywords

Riccati equations; optimal filtering; stochastic systems; Lyapunov equations; sampled data

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C05: Linear systems in control theory

93C57: Sampled-data control/observation systems

Related Items

Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements, A novel \(L_2-L_\infty \) filtering strategy for two kinds of network-based linear time-invariant systems

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