Reduced-order filter for stochastic bilinear systems with multiplicative noise
Overview & Synopsis
This paper deals with the design of a reduced-order H-infinty filter for a stochastic bilinear systems with a prescribed H-infinty norm criterion. The problem is transformed into the search of a unique gain matrix by using a Sylvester-like condition on the drift term. The considered system is bilinear in control and with multiplicative noise in the state and in the measurement equations. The approach is based on the resolution of LMI and is then easily implementable.
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Document Information
| Document Title | Reduced-order filter for stochastic bilinear systems with multiplicative noise |
|---|---|
| Author / Organization | Souheil Halabi, Harouna Souley Ali, Hugues Rafaralahy, Michel Zasadzinski, Mohamed Darouach |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2006 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-252350 |
| Original Source Link | Visit Source Page on hal.science » |