This article is concerned with the optimal sequential fusion filter design issue for a class of
sampled‐data systems subject to random transmission delays and multiplicative noise. The …

This paper focuses on the problem of optimal H 2 filtering for a class of continuous-time
stochastic systems without assuming their exponential stability in the mean square sense …

This paper deals with the problem of the H2/H∞ control based on finite‐time boundedness
for linear stochastic systems. The motivation for investigating this problem comes from one …

Purpose: The goal is the timely detection of uncharacteristic behavior of the observed
processes in the systems of situational management, leading to the development or …

Continuous-discrete models refer to systems described by continuous ordinary or stochastic
differential equations, with measurements acquired at discrete sampling instants. Here we …

In this article, we consider the estimation problem of continuous-time stochastic systems with
discrete measurements, having linear drift and nonlinear diffusion term. We build the infinite …

In this paper we derive a suboptimal estimation for continuous–discrete bilinear systems.
One of the motivations of this work is that the bilinear system has the simplest structure in the …

This work investigates an optimal control problem for a class of stochastic differential bilinear
systems, affected by a persistent disturbance provided by a nonlinear stochastic exogenous …