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This paper describes the robust Hinfin fuzzy filtering design for a class of nonlinear stochastic systems. The system dynamic is modelled by Itocirc-type stochastic differential equations. For general nonlinear stochastic systems, the Hinfin filter can be obtained by solving a second-order nonlinear Hamilton-Jacobi inequality. In general, it is difficult to solve the second-order nonlinear Hamilton-Jacobi...
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