## Abstract In this paper, the optimal filtering problem for polynomial system states with polynomial multiplicative noise over linear observations is treated proceeding from the general expression for the stochastic Ito differential of the optimal estimate and the error variance. As a result, the
β¦ LIBER β¦
Optimal Controller for Stochastic Polynomial Systems with State-Dependent Polynomial Input
β Scribed by Michael Basin; Alexander Loukianov; Miguel Hernandez-Gonzalez
- Publisher
- Springer
- Year
- 2011
- Tongue
- English
- Weight
- 429 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0278-081X
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## Abstract A polynomial matrix solution to the H~2~ output feedback optimal control problems is obtained for systems represented in stateβequation form. The proof does not invoke the separation principle but is obtained in the __z__βdomain. The cost function includes weighted states, which allows