Optimal H₂ filtering for a class of linear stochastic systems with sampling

DOI10.1016/J.AUTOMATICA.2012.06.089MaRDI QIDQ361007zbMATH OpenOpenAlexFDO

Authors 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

optimal filteringRiccati equationssampled dataLyapunov equationsstochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57)

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• H₂and H∞ control for jump systems with application to sampled-data systems
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• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• Mathematical methods in robust control of linear stochastic systems.
• Robust stability and performance analysis of sampled-data systems
• Stochastic differential equations. An introduction with applications.
• \(H_\infty\) control and estimation of state-multiplicative linear systems.

Cited in

(11)

• \(H_2\) optimal filtering for discrete-time linear stochastic systems with periodic coefficients and Markovian jumping
• Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
• Optimal state filters for a class of non-uniform sampling systems
• \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise
• \(H_2\) optimal filtering for bilinear systems
• \(\mathcal H_{\infty }\) filtering for sampled-data stochastic systems with limited capacity channel
• Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case
• L₂‐L_∞ filtering for a class of stochastic nonlinear systems with aperiodic sampling
• A novel \(L_2-L_\infty \) filtering strategy for two kinds of network-based linear time-invariant systems
• Relatively optimal filtering on a Hilbert space for measure driven stochastic systems
• Optimal \(H_2\) filtering for measurement-delay systems with multiplicative noise and sampled data

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