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• W2048419692 abstract "In this paper, robust H2 optimal filtering is addressed for continuous-time stochastic systems with polytopic parameter uncertainty. A new robust stability condition is presented. A continuous-time robust H2 optimal filter is obtained by solving a sufficient linear matrix inequality condition characterizing a solution of a robust minimum variance filtering problem which takes into account the polytopic type of model uncertainties. The proposed approach is demonstrated through numerical examples." @default.
• W2048419692 created "2016-06-24" @default.
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• W2048419692 date "2008-10-01" @default.
• W2048419692 modified "2023-09-25" @default.
• W2048419692 title "Robust H2 optimal filtering for continuous-time stochastic systems with polytopic parameter uncertainty" @default.
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• W2048419692 doi "https://doi.org/10.1016/j.automatica.2008.02.025" @default.
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