1. H ∞ Filtering of Mean Field Stochastic Differential Systems.
- Author
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Lv, Siqi and Hou, Ting
- Subjects
- *
LINEAR matrix inequalities , *STOCHASTIC systems , *NOISE - Abstract
This paper addresses the H ∞ filtering problem for mean field stochastic differential systems that involve both state-dependent and disturbance-dependent noise. We assume that the state as well as the measurement output is distracted by an uncertain exogenous disturbance. Firstly, a sufficient condition for the stochastic-bounded real lemma is given. Next, H ∞ filtering, which is built upon a stochastic-bounded real lemma, is put forward by two linear matrix inequalities. Furthermore, the validation of the theoretical analysis is demonstrated with two examples. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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