3 Continuous-time systems: General filtering

Eli Gershon, Uri Shaked, Isaac Yaesh

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


In this chapter we bring the solution of the continuous-time stationary filtering using a general-type filter [45], [41]. Recently, the solution of the outputfeedback problem for LTI continuous-time stochastic uncertain systems has been derived for the stationary case [59]. The solution in [59] is obtained by formulating a stochastic BRL and a general-type controller. It results in two coupled nonlinear matrix inequalities which reduce to the standard H∞ output-feedback problem in the nominal case. The solution in [59] does not include uncertainty in the measurement matrix, which is most likely to be found in physical control systems. part.

Original languageEnglish
Title of host publicationH-Control and Estimation of State-multiplicative Linear Systems
PublisherSpringer Verlag
Number of pages10
ISBN (Print)1852339977, 9781852339975
StatePublished - 21 Sep 2005

Publication series

NameLecture Notes in Control and Information Sciences
ISSN (Print)0170-8643


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