Abstract:
This paper addresses the problem of optimal ℋ2 filtering for a class of continuous-time stochastic systems with periodic sampled measurements. The class of admissible fil...Show MoreMetadata
Abstract:
This paper addresses the problem of optimal ℋ2 filtering for a class of continuous-time stochastic systems with periodic sampled measurements. The class of admissible filters consists of deterministic continuous-time periodic systems with finite jumps. The optimal solution of the considered optimization problem is obtained by integrating a suitably defined generalized continuous-time Riccati equation with finite jumps.
Published in: 2015 12th International Conference on Informatics in Control, Automation and Robotics (ICINCO)
Date of Conference: 21-23 July 2015
Date Added to IEEE Xplore: 10 December 2015
Electronic ISBN:978-9-8975-8149-6
Conference Location: Colmar, France