\(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise

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DOI10.1016/S0005-1098(00)00164-3zbMath0989.93030OpenAlexW2069798614MaRDI QIDQ5930063

Eli Gershon, Uri Shaked, Isaac Yaesh

Publication date: 5 August 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00164-3

zbMATH Keywords

\(H^\infty\)-control discrete-time systems filtering bounded real lemma end-point effect finite horizon multiplicative white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Least squares and related methods for stochastic control systems (93E24)

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