@inproceedings{4f96bc809ae5482a973130b80d4c04f2,
title = "Robust H∞ filtering for discrete-time nonlinear stochastic systems",
abstract = "In this paper we establish an H∞ filtering theory for discrete-time stochastic systems with uncertainties of a stochastic nature. In particular, we model the uncertain part of the system as a white noise. The theory which is developed in this paper is based on the concept of stochastic dissipativity. It is shown in this paper that stochastic dissipation yields a stochastic Bounded Real Lemma (BRL) which is the basis for the filtering theory developed in this paper.A necessary and sufficient conditions for the existence of a solution to the filtering problem are established. The issue of feasible solutions is discussed and sufficient conditions for a feasible solution to the filtering problem are given in terms of matrix inequalities.",
keywords = "Bounded real lemma., Nonlinear systems, Stochastic systems",
author = "Nadav Berman and Uri Shaked",
note = "Funding Information: 1 Partially supported by the Pearlstone Center 2 This work was supported by C&M Maus Chair at Tel Aviv University, Israel",
year = "2006",
doi = "10.3182/20060705-3-fr-2907.00053",
language = "אנגלית",
isbn = "9783902661104",
series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",
publisher = "IFAC Secretariat",
number = "PART 1",
pages = "303--308",
booktitle = "ROCOND'06 - 5th IFAC Symposium on Robust Control Design, Final Program with Abstracts",
address = "אוסטריה",
edition = "PART 1",
}