Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon

DOI10.1134/S0005117921060023zbMath1471.93266OpenAlexW3179849180MaRDI QIDQ1982841

I. R. Belov

Publication date: 14 September 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117921060023

zbMATH Keywords

anisotropydiscrete systemanisotropic normmultiplicative noisefiltering problemmeasurement dropouts

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Cites Work

• Unnamed Item
• Unnamed Item
• Suboptimal anisotropic filtering in a finite horizon
• State estimation and control synthesis for discrete linear systems with additive and multiplicative noise
• Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems
• Time-varying discrete Riccati equation: Some monotonicity results
• Anisotropy of signals and entropy of linear stationary systems
• The Schur complement and its applications
• A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization
• Monotonicity and convexity properties of matrix Riccati equations
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
• \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise

This page was built for publication: Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon