Reduced-order filter for stochastic bilinear systems with multiplicative noise
type: Dataset
contact point: Organization
  fn: CCSD
keyword: reduced-order-h-infinty-filter
keyword: bilinear-systems
keyword: conference-papers
keyword: lyapunov-function
keyword: itos-formula
keyword: spiautoengineering-sciences-physicsautomatic
keyword: infoeu-reposemanticsconferenceobject
keyword: stochastic-systems
landing page: 5th IFAC Symposium on Robust Control Design, ROCOND 2006, Toulouse, France
description: 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.
issued: 2026-05-05T14:08:18.832672
language: en
modified: 2026-05-05T14:08:18.832676

test_moissonnage_selune
type: Agent

Reduced-order filter for stochastic bilinear systems with multiplicative noise
type: Distribution
access URL: https://hal.science/hal-00098058
format: HTML
issued: 2026-05-05T14:08:18.836851
modified: 2026-05-05T14:08:18.823353