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
Institute of Mathematics “Simion Stoilow” of the Romanian Academy, Bucharest, Romania
CRAN, Universite de Lorraine, Vandoeuvre-les-Nancy Cedex, France
Department of Exact Sciences and Engineering, University “1st December 1918” of Alba Iulia, Alba Iulia, Romania
Contents Institute of Mathematics “Simion Stoilow” of the Romanian Academy, Bucharest, Romania
CRAN, Universite de Lorraine, Vandoeuvre-les-Nancy Cedex, France
Department of Exact Sciences and Engineering, University “1st December 1918” of Alba Iulia, Alba Iulia, Romania
