Robust 𝐻₂/𝐻_∞ Filter Design for a Class of Nonlinear Stochastic Systems with State-Dependent Noise

Figure 1

Trajectories of 𝑥₁(𝑡),𝑥₁(𝑡) and 𝑥₂(𝑡),𝑥₂(𝑡) for the proposed 𝐻_∞ filter.

(a)

(b)