Robust H∞ filtering of stationary continuous-Time linear systems with stochastic uncertainties

IEEE Transactions on Automatic Control

Volumn 46, Issue 11, 2001, Pages 1788-1793

  Gershon, E ^a   Limebeer, D J N ^b   Shaked, U ^a   Yaesh, I ^c  

^a TEL AVIV UNIVERSITY   (Israel)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

^c IMI   (Israel)

Author keywords

Mixed H2 H filtering; Polytopic uncertainty; Stochastic H filtering

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); SIGNAL FILTERING AND PREDICTION; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS; UNCERTAIN SYSTEMS; WHITE NOISE;

COST FUNCTION; OPTIMAL FILTERING; POLYTOPIC UNCERTAINTY; STATIONARY CONTINUOUS TIME LINEAR SYSTEMS; STOCHASTIC UNCERTAINTIES;

LINEAR CONTROL SYSTEMS;

EID: 0035508089     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.964692     Document Type: Article

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