Title
H-Infinity Filtering For A Class Of Nonlinear Stochastic Systems
Abstract
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
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 halabi120.48
Hugues Rafaralahy2112.04
Michel Zasadzinski38214.78
Harouna Souley Ali4205.98