H ∞ filtering for Markovian jump linear systems (Q4804963): Difference between revisions

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+https://doi.org/10.1080/0020772021000017281
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+W1967905184
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+Steady-state Kalman filtering with an \(H_{\infty}\) error bound
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+The interacting multiple model algorithm for systems with Markovian switching coefficients
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+Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
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+State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
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+Jump linear quadratic Gaussian control in continuous time
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+On a partially observable LQG problem for systems with Markovian jumping parameters
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+Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
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+H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
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+Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
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+Jump linear quadratic control with random state discontinuities
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+Filtering and smoothing in an H/sup infinity / setting
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+H/sub infinity /-minimum error state estimation of linear stationary processes
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+Detection and estimation for abruptly changing systems
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+H/sub infinity / state estimation for linear periodic systems
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