Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case

DOI10.1016/j.automatica.2017.12.025zbMath1387.93160OpenAlexW2777025675MaRDI QIDQ1640711

Samir Aberkane, Vasile Dragan, Ioan-Lucian Popa

Publication date: 14 June 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.12.025

zbMATH Keywords

exponential dichotomystochastic systems\(\mathcal{H}_2\) filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

Related Items (2)

Distributed filtering over wireless sensor networks with parameter and topology uncertainties ⋮ \(\beta\)-Hyers-Ulam-Rassias stability of semilinear nonautonomous impulsive system

Cites Work

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• Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
• Mathematical Methods in Robust Control of Linear Stochastic Systems
• A dichotomy in linear control theory
• Stochastic differential equations. An introduction with applications.

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