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

DOI10.1016/S0167-6911(01)00183-9zbMath0994.93063OpenAlexW2019425289MaRDI QIDQ1605357

Eli Gershon, Isaac Yaesh, Uri Shaked

Publication date: 15 July 2002

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(01)00183-9

zbMATH Keywords

polytopic uncertaintylinear matrix inequalitydiscrete-time linear systemsstochastic filteringstochastic bounded real lemmaRiccati inequality\(H_{2}/H_{\infty}\) filteringmixed filteringstochastic uncertainties

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39)

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