Robust H∞ filtering of stochastic uncertain systems
Abstract：The robust H∞ estimation under parametric and stochastic uncertainties was studied. It was assumed that theuncertain parameter was norm bounded, the exogenous disturbance was stochastic uncertain and the systems were expressed byIto's stochastic differential equations. The H∞ filtering was constructed via solving a linear matrix inequality, and an examplewas presented to illustrate the developed theory.
Keywords：stochastic H∞ filteringuncertaintyWiener processlinear matrix inequality
Publication Date：2003-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：5( 741-745 )