Stochastic differential equations (3rd ed.): an introduction with applications
Stochastic differential equations (3rd ed.): an introduction with applications
Robust control of a class of uncertain nonlinear systems
Systems & Control Letters
Absolute Stabilization and Minimax Optimal Control of Uncertain Systems with Stochastic Uncertainty
SIAM Journal on Control and Optimization
A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
SIAM Journal on Control and Optimization
Reduced-order H∞ filtering for stochastic systems
IEEE Transactions on Signal Processing
Brief paper: Feedback stabilizability for stochastic systems with state and control dependent noise
Automatica (Journal of IFAC)
Brief Robust H∞ filtering for uncertain impulsive stochastic systems under sampled measurements
Automatica (Journal of IFAC)
A survey of stability of stochastic systems
Automatica (Journal of IFAC)
Robust H∞ reduced order filtering for uncertain bilinear systems
Automatica (Journal of IFAC)
International Journal of Applied Mathematics and Computer Science
| Hi-index | 22.14 |
This paper deals with the design of a reduced-order H"~ filter for a stochastic bilinear system with a prescribed H"~ norm criterion. The considered system is bilinear in control and with multiplicative noises in the dynamics and in the measurement equations. The problem is transformed into the search of a unique gain matrix by using Sylvester-like constraints. The approach is based on the resolution of LMI and is then easily implementable.