filtering for stochastic systems driven by Poisson processes

DOI10.1080/00207179.2014.936510zbMath1328.93265OpenAlexW1970928532MaRDI QIDQ5265883

Ya Zhang, Zheng-Guang Wu, Bo Song, Guo-Dong Shi, Juhyun Park

Publication date: 29 July 2015

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2014.936510

zbMATH Keywords

Poisson processstochastic systems\(\mathcal{H}_\infty\) filteringdual predictable projection operatorpredictable projection operator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (6)

Exponential synchronization for stochastic neural networks driven by fractional Brownian motion ⋮ Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps ⋮ Delay‐dependent stability analysis and stabilization of stochastic time‐delay systems governed by the Poisson process and Brownian motion ⋮ Controller design for time-delay system with stochastic disturbance and actuator saturation via a new criterion ⋮ Delay-dependent stability analysis of stochastic time-delay systems involving Poisson process ⋮ \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump

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