## Abstract This paper focuses on __H__~∞~ filter design for continuous‐time singular systems with time‐varying delay. A delay‐dependent __H__~∞~ performance analysis result is first established for error systems via a novel estimation method. By combining a well‐known inequality with a delay parti
Stability of Kalman filter for time-varying systems with correlated noise
✍ Scribed by Ruisheng Li; Dongsheng Chu
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 122 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0890-6327
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
The well-known scaled small gain condition guarantees stability for a linear time invariant system subject to bounded complex nonlinear and/or time-varying perturbations. A polynomial time computable condition is derived that can be substantially less conservative for gain scheduled and other multiv
In a recent article on stability of discrete inclusions the authors argue that the problem of determining stability of discrete inclusions given by convex sets of matrices with a finite number of extremal points is NP-hard. It is shown that the argument that has been employed is inconclusive and thu
The problem of the local stabilization of linear discrete-time systems subject to bounded controls and suffering from uncertainty of the norm-bounded time-varying type is addressed. From the solution of a certain discrete Riccati equation, a control gain and a set of safe initial conditions are obta
## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of second‐order weak schemes when applied to 2‐dimensional linear stochastic differential systems with one multiplicative noise. (© 2004 WILEY‐VCH Verlag GmbH &