This paper investigates the problem of robust finite-time H∞ filter design for Itô stochastic systems. Based on linear matrix inequalities (LMIS) techniques and stability theory of stochastic differential equations, stochastic Lyapunov function method is adopted to design a finite-time H∞ filter such that, for all admissible uncertainties, the filtering error system is stochastic finite-time st...

The problem of stochastic finite-time guaranteed cost control is investigated for Markovian jumping singular systems with uncertain transition probabilities, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the definitions of stochastic singular finitetime stability, stochastic singular finite-time boundedness, and stochastic singular finite-time guaranteed cost con...

contrary to the long period ground motions that can be predicted and estimated, high frequency ground motions have random character and behave stochastically. stochastic modeling methods are usually used for the modeling of high frequency ground motions where there are not strong ground motion records. stochastic methods are of two kinds: in the first one, the seismic source is considered as a ...

A new stochastic subspace identification algorithm is developed with the help of a stochastic realization on a finite interval. First, a finite-interval realization algorithm is rederived via “block-LDL decomposition” for a finite string of complete covariance sequence. Next, a stochastic subspace identification method is derived by adapting the finiteinterval realization algorithm to incomplet...

Numerical models can be valuable tools in the prediction of seepage. The results can often be misleading if proper variational analysis is not performed. Measurement of the soil-water characteristic curve (SWCC) or saturated and unsaturated hydraulic conductivity information is often neglected or minimized. The modeller is therefore forced to develop a seepage model based on estimated soil prop...