Optimal H2 filtering for measurement‐delay systems with multiplicative noise and sampled data

DOI10.1002/OCA.2713zbMath1483.93668OpenAlexW3132072448MaRDI QIDQ5159820

Wei Wang, Xiao-Hong Wang, Chunyan Han

Publication date: 28 October 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2713

zbMATH Keywords

Lyapunov equationstochastic controlRiccati equationoptimal filteringsampled datameasurement delays

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sampled-data control/observation systems (93C57) Delay control/observation systems (93C43)

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