OpenAlex | <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.gif" display="inline" overflow="scroll"><mml:msub><mml:mrow><mml:mi mathvariant="script">H</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub></mml:math> optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise

H2 optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise