H∞ functional filtering for stochastic bilinear systems with multiplicative noises

Automatica

Volumn 45, Issue 4, 2009, Pages 1038-1045

  Halabi, S ^a   Souley Ali, H ^b   Rafaralahy, H ^b   Zasadzinski, M ^b  

^a LUXEMBOURG INSTITUTE OF SCIENCE AND TECHNOLOGY   (Luxembourg)

^b CENTRE DE RECHERCHE EN AUTOMATIQUE DE NANCY   (France)

Author keywords

Bilinear system; LMI; Multiplicative noise; Quadratic Lyapunov function; Reduced order H filter; Stochastic differential equation; Wiener process

Indexed keywords

DIFFERENTIAL EQUATIONS; LINEAR CONTROL SYSTEMS; LINEAR MATRIX INEQUALITIES; LYAPUNOV FUNCTIONS; MEASUREMENT THEORY; PHASE NOISE; RANDOM PROCESSES; STOCHASTIC CONTROL SYSTEMS; TELECOMMUNICATION NETWORKS;

BILINEAR SYSTEM; LMI; MULTIPLICATIVE NOISE; QUADRATIC LYAPUNOV FUNCTION; STOCHASTIC DIFFERENTIAL EQUATION; WIENER PROCESS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 61849095300     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2008.11.027     Document Type: Article

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