Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling

DOI10.1016/J.AUTOMATICA.2012.06.089zbMath1271.93154OpenAlexW2048699716MaRDI QIDQ361007

Vasile Dragan, Adrian-Mihail Stoica

Publication date: 28 August 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0005109812003597

zbMATH Keywords

Riccati equationsoptimal filteringstochastic systemsLyapunov equationssampled data

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57)

Related Items (2)

Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements ⋮ A novel \(L_2-L_\infty \) filtering strategy for two kinds of network-based linear time-invariant systems

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• H₂and H∞ control for jump systems with application to sampled-data systems
• Robust stability and performance analysis of sampled-data systems
• Stochastic differential equations. An introduction with applications.

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