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- W2521290504 abstract "This paper investigates the problem of robust finite-time H∞ filter design for Ito stochastic systems. Based on linear matrix inequalities (LMIS) techniques and stability theory of stochastic differential equations, stochastic Lyapunov function method is adopted to design a finite-time H∞ filter such that, for all admissible uncertainties, the filtering error system is stochastic finite-time stable (SFTS). A sufficient condition for the existence of a finite-time H∞ filter for the stochastic system under consideration is achieved in terms of LMIS. Moreover, the explicit expression of the desired filter parameters is given. A numerical example is provided to illustrate the effectiveness of the proposed method." @default.
- W2521290504 created "2016-09-30" @default.
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- W2521290504 date "2016-01-01" @default.
- W2521290504 modified "2023-09-26" @default.
- W2521290504 title "Robust Finite-Time <em>H</em><sub><em>∞</em></sub> Filtering for Itô Stochastic Systems" @default.
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- W2521290504 doi "https://doi.org/10.4236/jamp.2016.49179" @default.
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