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research article

Multiobjective Filter Design for Uncertain Stochastic Time-Delay Systems

Subramanian, A.
•
Sayed, Ali H.  
2004
IEEE Transactions on Automatic Control

This note addresses the problem of robust multiobjective filtering for discrete time-delay systems with mixed stochastic and deterministic uncertainties, in addition to unmodeled nonlinearities. A procedure is developed for the design of linear and exponentially stable filters with a bounded error variance, exponential rate of decay, and robust performance for the error system.

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