H State Estimation for Linear Continuous-Time Systems Driven by Wiener and Poisson Processes

Author:

Nakura Gou1

Affiliation:

1. No affiliation

Publisher

The Institute of Systems, Control and Information Engineers

Reference28 articles.

1. [1] D. Applebaum: Levy processes from probability to finance and quantum groups; AMS, Vol. 51, pp. 1336-1342 (2004)

2. [2] T. Basar: Optimal performance levels for minimax filters, predictors and smoothers; Syst. Contr. Lett.,Vol. 16, Issue 5, pp. 309-317 (1991)

3. [3] E. Blanco, P. Neveux and G. Thomas: The H fixed-interval smoothing problem for continuous systems; IEEE Trans. Signal Process., Vol. 54, No. 11, pp. 4085-4090 (2006)

4. [4] C. Bruni, G. Dipillo and G. Koch: Bilinear systems: An appealing class of “nearly linear” systems in theory and application; IEEE Trans. Automat. Contr., Vol. 19, pp. 334-348 (1974)

5. [5] E. Gershon, U. Shaked and I. Yaesh: H control and filtering of discrete-time stochastic systems with multiplicative noise; Automatica, Vol. 37, pp. 409-417 (2001)

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