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, ordre réduit pour les systèmes stochastiques à temps continu avec bruits multiplicatifs. Les bruits considérés dans l'équation d'état et dans l'équation de mesures sont des processus de Wiener Les systèmes stochastiques étudiés dans ce mémoire sont écrits sous la forme d'une équation différentielle stochastique au sens d'Itô dans lesquels la dérive et la diffusion sont linéaires ou bilinéaires. Les systèmes avec plusieurs bruits multiplicatifs et les systèmes dont les mesures sont affectées par des bruits multiplicatifs sont également traités dans ce mémoire. La conception d'une commande H ? basée sur un observateur d'ordre réduit pour les systèmes stochastiques incertains est étudiée. Le critère de performance considéré est le critère H ? du signal de perturbation vers le signal d'erreur d'estimation, La stabilité retenue pour ces systèmes stochastiques dans ce travail est la stabilité exponentielle en moyenne quadratique. La méthode utilisée pour trouver les matrices des filtres est basée sur l'utilisation de la théorie de Lyapunov pour les équations différentielles stochastiques, la formule d'Itô et sur la résolution des Inégalités Matricielles Affines couplées à des contraintes bilinéaires qui assurent la stabilité et la performance
, Systèmes stochastiques, Systèmes stochastiques incertains, Filtrage H ? , Filtrage H ? d'ordre réduit, Robustesse, Fonction de Lyapunov, Stabilité exponentielle en moyenne quadratique, Formule d'Itô, Inégalités Matricielles Affines, pp.1-11, 2006.