H∞ functional filtering for stochastic bilinear systems with multiplicative noises

被引：19
|
作者：
Halabi, S. [2 ]
Ali, H. Souley [1 ]
Rafaralahy, H. [1 ]
Zasadzinski, M. [1 ]
机构：
[1] Nancy Univ, CRAN, CNRS, F-54400 Longwy, France
[2] Ctr Rech Publ Henri Tudor, L-1855 Luxembourg, Luxembourg
来源：
AUTOMATICA | 2009年 / 45卷 / 04期
关键词：
Reduced-order H-infinity filter; Stochastic differential equation; Multiplicative noise; Wiener process; Bilinear system; Quadratic Lyapunov function; LMI; DESIGN;
D O I：
10.1016/j.automatica.2008.11.027
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper deals with the design of a reduced-order H-infinity filter for a stochastic bilinear system with a prescribed X., norm criterion. The considered system is bilinear in control and with multiplicative noises in the dynamics and in the measurement equations. The problem is transformed into the search of a unique gain matrix by using Sylvester-like constraints. The approach is based on the resolution of LMI and is then easily implementable. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1038 / 1045
页数：8
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