Robust H-infinity filtering of stationary continuous-time linear systems with stochastic uncertainties
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 ind...
| Autores principales: | , , , |
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| Formato: | Journal article |
| Lenguaje: | English |
| Publicado: |
2001
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