Robust \(H_{\infty}\) estimation of stationary discrete-time linear processes with stochastic uncertainties (Q1605357)

From MaRDI portal





scientific article; zbMATH DE number 1768219
Language Label Description Also known as
English
Robust \(H_{\infty}\) estimation of stationary discrete-time linear processes with stochastic uncertainties
scientific article; zbMATH DE number 1768219

    Statements

    Robust \(H_{\infty}\) estimation of stationary discrete-time linear processes with stochastic uncertainties (English)
    0 references
    15 July 2002
    0 references
    stochastic filtering
    0 references
    polytopic uncertainty
    0 references
    mixed filtering
    0 references
    discrete-time linear systems
    0 references
    stochastic uncertainties
    0 references
    stochastic bounded real lemma
    0 references
    Riccati inequality
    0 references
    linear matrix inequality
    0 references
    \(H_{2}/H_{\infty}\) filtering
    0 references
    0 references
    0 references
    0 references

    Identifiers