Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays

DOI10.1016/j.automatica.2011.09.045zbMath1244.93158OpenAlexW2036584934MaRDI QIDQ445052

Yang Shi, Huiping Li

Publication date: 24 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.09.045

zbMATH Keywords

nonlinear systemsMarkov processuncertaintiesstochastic systemsrandom delays\(H_{\infty }\) filteringHamilton--Jacobi inequality

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) (H^infty)-control (93B36)

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