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• W2618919973 abstract "Abstract The problem of applying H ∞ -filters on stationary, continuous-time, linear systems with stochastic uncertainties in the state-space signal model is addressed. These uncertainties are modeled via white noise processes. The relevant cost function is the expected value of the standard H ∞ performance index with respect to the uncertain parameters. The solution is obtained via a stochastic bounded real lemma that results in a modified Riccati inequality. This inequality is expressed in the form of a linear matrix inequality whose solution provides the filter parameters. The method proposed is also applied to the case where, in addition to the stochastic uncertainty, other deterministic parameters of the system are not perfectly known and are assumed to lie in a given polytope. The problem of mixed H 2 / H ∞ filtering for the above system is also treated. The theory developed is demonstrated by a practical example." @default.
• W2618919973 created "2017-06-05" @default.
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• W2618919973 date "2000-09-01" @default.
• W2618919973 modified "2023-09-25" @default.
• W2618919973 title "H ∞ Filtering of Continuous-Time Linear Systems With Multiplicative Noise" @default.
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• W2618919973 doi "https://doi.org/10.1016/s1474-6670(17)36201-8" @default.
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