Robust \(H_2\) optimal filtering for continuous-time stochastic systems with polytopic parameter uncertainty

DOI10.1016/J.AUTOMATICA.2008.02.025zbMath1155.93436DBLPjournals/automatica/LeeH08OpenAlexW2048419692WikidataQ57582909 ScholiaQ57582909MaRDI QIDQ1004147

Kwan Ho Lee, Biao Huang

Publication date: 2 March 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.02.025

zbMATH Keywords

uncertain systemsconvex optimizationrobust filteringcontinuous-time systems\(H_{2}\) filtering

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Robust stability (93D09)

Related Items (4)

Improved \(H_{\infty }\) filtering for Markov jumping linear systems with non-accessible mode information ⋮ Robust \(H_\infty\) finite-time control for discrete-time polytopic uncertain switched linear systems ⋮ Robust \(H_\infty\) filtering for polytopic uncertain stochastic systems under quantized sampled outputs ⋮ \(H_{\infty }\) performance for a class of uncertain stochastic nonlinear Markovian jump systems with time-varying delay via adaptive control method

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