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

DOI10.1016/J.AUTOMATICA.2012.06.089zbMATH Open1271.93154OpenAlexW2048699716MaRDI QIDQ361007FDOQ361007

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)

Cites Work

• Title not available (Why is that?)
• Mathematical methods in robust control of linear stochastic systems.
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• Title not available (Why is that?)
• Introduction to stochastic control theory
• Stochastic differential equations. An introduction with applications.
• \(H_\infty\) control and estimation of state-multiplicative linear systems.
• Title not available (Why is that?)
• Title not available (Why is that?)
• H₂and H∞ control for jump systems with application to sampled-data systems
• Robust stability and performance analysis of sampled-data systems
• Title not available (Why is that?)
• Differential equations with positive evolutions and some applications

Cited In (5)

• \(\mathcal H_{\infty }\) filtering for sampled-data stochastic systems with limited capacity channel
• Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
• \(H_2\) optimal filtering for bilinear systems
• 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

This page was built for publication: Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q361007)