H/sub ∞/ Gaussian filter on infinite time horizon

DOI10.1109/TCSI.2002.1001957zbMath1368.93709OpenAlexW1571272770MaRDI QIDQ5349521

Zhou, Kemin, Xiang Chen

Publication date: 25 August 2017

Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tcsi.2002.1001957

Mathematics Subject Classification ID

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

Related Items (9)

Robust stabilization subject to structured uncertainties and mean power constraint ⋮ Pathwise stochastic control with applications to robust filtering ⋮ SSUE: Simultaneous state and uncertainty estimation for dynamical systems ⋮ Recursive robust filtering with finite-step correlated process noises and missing measurements ⋮ Multiobjective $\mathcal{H}_2$/$\mathcal{H}_\infty$ Control Design Subject to Multiplicative Input Dependent Noises ⋮ Observer design methodology for stochastic and deterministic robustness ⋮ Observer-Based Stabilizing Controllers for Discrete-Time Systems with Quantized Signal and Multiplicative Random Noise ⋮ Distributed $\mathcal{H}_\infty$ Gaussian Consensus Filtering for Discrete-Time Systems over Lossy Sensor Networks ⋮ Parameter Uncertainty in the Kalman--Bucy Filter

This page was built for publication: H/sub ∞/ Gaussian filter on infinite time horizon