H_ filtering for stochastic systems driven by Poisson processes
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Cites work
- scientific article; zbMATH DE number 3778410 (Why is no real title available?)
- scientific article; zbMATH DE number 3373608 (Why is no real title available?)
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- A Model of Growth Through Creative Destruction
- A contribution to the pure theory of money
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- Filtering and smoothing in an H/sup infinity / setting
- H/sub infinity /-minimum error state estimation of linear stationary processes
- H∞ estimation for uncertain systems
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- Optimal containment control for a class of stochastic systems perturbed by poisson and wiener processes
- Optimum consumption and portfolio rules in a continuous-time model
- Reduced-order H/sub ∞/ filtering for stochastic systems
- Robust H/sub /spl infin// filtering for nonlinear stochastic systems
- Robust H/sub ∞/ filtering of linear systems with time-varying delay
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Cited in
(11)- Delay‐dependent stability analysis and stabilization of stochastic time‐delay systems governed by the Poisson process and Brownian motion
- Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
- \( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
- Controller design for time-delay system with stochastic disturbance and actuator saturation via a new criterion
- scientific article; zbMATH DE number 3958361 (Why is no real title available?)
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes
- Delay-dependent stability analysis of stochastic time-delay systems involving Poisson process
- Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps
- Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
- Stability of the filter with Poisson observations
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