Finite-Time H∞ Filtering for Singular Stochastic Systems

@article{Liu2012FiniteTimeHF,
  title={Finite-Time H∞ Filtering for Singular Stochastic Systems},
  author={Caixia Liu and Yingqi Zhang and Hui‐Jie Sun},
  journal={J. Appl. Math.},
  year={2012},
  volume={2012},
  pages={615790:1-615790:16}
}
This paper addresses the problem of finite-time 𝐻∞ filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic 𝐻∞ finite-time boundedness are presented. Then, the 𝐻∞ filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of… 

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