Abstract | ||
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In this paper, the purpose is to design an H-infinity filter for a class of nonlinear stochastic systems such that the estimation error is exponentially mean-square stable with a prescribed H-infinity norm criterion. The system is nonlinear and has multiplicative noises in both the state and mesurement equations. Using a change of coordinates on the control input the problem is transformed into a robust stochastic filtering one. It is then solved via an LMI formulation. |
Year | DOI | Venue |
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2006 | 10.1109/CDC.2006.377373 | PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14 |
Keywords | DocType | ISSN |
H infinity filter, stochastic systems, nonlinear systems, multiplicative noise, Lyapunov stochastic function, Ito formula | Conference | 0743-1546 |
Citations | PageRank | References |
2 | 0.48 | 4 |
Authors | ||
4 |
Name | Order | Citations | PageRank |
---|---|---|---|
s halabi | 1 | 2 | 0.48 |
Hugues Rafaralahy | 2 | 11 | 2.04 |
Michel Zasadzinski | 3 | 82 | 14.78 |
Harouna Souley Ali | 4 | 20 | 5.98 |