\(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises
type: Item
instance of: scholarly article
title: \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises
zbMATH Open document ID: 1162.93038
author: J. Martínez
published in: Automatica
publication date: 2009-06-11T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5564294
zbMATH Keywords: reduced-order \(\mathcal H_\infty\) filter
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: multiplicative noise
zbMATH Keywords: Wiener process
zbMATH Keywords: bilinear system
zbMATH Keywords: quadratic Lyapunov function
zbMATH Keywords: LMI
MaRDI profile type: Publication
full work available at URL: j.automatica.2008.11.027
OpenAlex ID: W1604328454
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DOI: 10.1016/J.AUTOMATICA.2008.11.027
description: scientific article; zbMATH DE number 5564294