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Kong, S.L., Saif, M. and Zhang, H.S. (2013) Optimal Filtering for Ito-Stochastic Continuous-Time Systems with Multiple Delayed Measurements. IEEE Transactions on Automatic Control, 58, 1872-1877.
https://doi.org/10.1109/TAC.2013.2255949

has been cited by the following article:

• TITLE: Mode-Dependent Finite-Time H∞ Filtering for Stochastic Nonlinear Systems with Markovian Switching

  AUTHORS: Aiqing Zhang

  KEYWORDS: Stochastic Systems, H∞ Filter, Finite-Time Stability, Linear Matrix Inequalities (LMIS)

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.7 No.9, September 27, 2019

  ABSTRACT: This paper addresses the problem of finite-time H∞ filter design for a class of non-linear stochastic systems with Markovian switching. Based on stochastic differential equations theory, a mode-dependent finite-time H∞ filter is designed to ensure finite-time stochastic stablility (FTSS) of filtering error system and satisfies a prescribed H∞ performance level in some given finite-time intervals. Moreover, sufficient conditions are presented for the existence of a finite-time H∞ filter for the stochastic system under consideration by employing the linear matrix inequality technique. Finally, the explicit expression of the desired filter parameters is given.