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Mathematics
Volume 12
Issue 21
10.3390/math12213329
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Article

H∞ Filtering of Mean Field Stochastic Differential Systems

by
Siqi Lv
and
Ting Hou
*
School of Mathematics and Statistics, Shandong Normal University, Jinan 250358, China
*
Author to whom correspondence should be addressed.
Mathematics 2024, 12(21), 3329; https://doi.org/10.3390/math12213329
Submission received: 13 September 2024 / Revised: 17 October 2024 / Accepted: 21 October 2024 / Published: 23 October 2024
(This article belongs to the Special Issue Stochastic System Analysis and Control)
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Abstract

This paper addresses the H∞ filtering problem for mean field stochastic differential systems that involve both state-dependent and disturbance-dependent noise. We assume that the state as well as the measurement output is distracted by an uncertain exogenous disturbance. Firstly, a sufficient condition for the stochastic-bounded real lemma is given. Next, H∞ filtering, which is built upon a stochastic-bounded real lemma, is put forward by two linear matrix inequalities. Furthermore, the validation of the theoretical analysis is demonstrated with two examples.
Keywords: H∞ filtering; mean field systems; linear matrix inequalities H∞ filtering; mean field systems; linear matrix inequalities

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MDPI and ACS Style

Lv, S.; Hou, T. H∞ Filtering of Mean Field Stochastic Differential Systems. Mathematics 2024, 12, 3329. https://doi.org/10.3390/math12213329

AMA Style

Lv S, Hou T. H∞ Filtering of Mean Field Stochastic Differential Systems. Mathematics. 2024; 12(21):3329. https://doi.org/10.3390/math12213329

Chicago/Turabian Style

Lv, Siqi, and Ting Hou. 2024. "H∞ Filtering of Mean Field Stochastic Differential Systems" Mathematics 12, no. 21: 3329. https://doi.org/10.3390/math12213329

APA Style

Lv, S., & Hou, T. (2024). H∞ Filtering of Mean Field Stochastic Differential Systems. Mathematics, 12(21), 3329. https://doi.org/10.3390/math12213329

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