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This paper studies the L 2 -stability of Kalman filter for discrete-time linear stochastic systems. Two main features, i.e., random coefficient matrices and incorrect covariances of process noise, measurement noise and initial value, are emphasized. Under suitable conditions, including boundedness of coefficient matrices, conditional observability and boundedness of initial error and noises,...
The stability for a class of linear neutral systems with time-varying delays is studied in this paper, where delay in neutral-type term includes a fast-varying case (i.e., the derivative of delay is more than one), which has never been considered in current literature. The less conservative delay-dependent stability criteria for this system are proposed by applying new Lyapunov-Krasovskii functional...
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