Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust $H_\infty$ Filtering for Nonlinear Discrete-time Stochastic
  Systems   This paper mainly discusses the $H_{\infty}$ filtering of general nonlinear
discrete time-varying stochastic systems. A nonlinear discrete-time stochastic
bounded real lemma (SBRL) is firstly obtained by means of the smoothness of the
conditional mathematical expectation, and then, based on the given SBRL and a
stochastic LaSalle-type theorem, a sufficient condition for the existence of
the $H_\infty$ filtering of general nonlinear discrete time-varying stochastic
systems is presented via a new introduced Hamilton-Jacobi inequality (HJI),
which is easily verified. When the worst-case disturbance $\{v^*_k\}_{k\in
{\mathcal N}}$ is considered, the suboptimal $H_2/H_\infty$ filtering is
studied. Two examples including a practical engineering example show the
effectiveness of our main results.

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The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
36
The categories of this paper are: cmp-lg
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The categories of this paper are: astro-ph
29
The categories of this paper are: funct-an
21
The categories of this paper are: adap-org
19
The categories of this paper are: eess