Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance (Q5451164): Difference between revisions

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scientific article; zbMATH DE number 5250490

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English	Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance	scientific article; zbMATH DE number 5250490

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instance of

scholarly article

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title

Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance (English)

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International Journal of Systems Science

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publication date

18 March 2008

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zbMATH Keywords

Markov jump systems

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uncertain noise

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guaranteed performance estimation

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perturbation bound

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207720701597456

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cites work

Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

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Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control

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Robust kalman filtering for continuous time-lag systems with markovian jump parameters

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Stability of stochastic differential equations with Markovian switching

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Nonlinear \({\mathcal H}_\infty\) filtering of sampled-data systems

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Minimax state estimation for linear stochastic systems with noise uncertainty

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Analysis of continuous-time Kalman filtering under incorrect noise covariances

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Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters

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The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise

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Asymptotic stability in distribution of stochastic differential equations with Markovian switching.

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Robust stability and controllability of stochastic differential delay equations with Markovian switching.

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Identifiers

zbMATH Open document ID

1138.93057

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DOI

10.1080/00207720701597456

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5451164

@@ Property / cites work @@
+Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
+Normal rank
@@ Property / cites work @@
+Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
+Normal rank
@@ Property / cites work @@
+Robust kalman filtering for continuous time-lag systems with markovian jump parameters
+Normal rank
@@ Property / cites work @@
+Stability of stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Nonlinear \({\mathcal H}_\infty\) filtering of sampled-data systems
+Normal rank
@@ Property / cites work @@
+Minimax state estimation for linear stochastic systems with noise uncertainty
+Normal rank
@@ Property / cites work @@
+Analysis of continuous-time Kalman filtering under incorrect noise covariances
+Normal rank
@@ Property / cites work @@
+Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
+Normal rank
@@ Property / cites work @@
+The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise
+Normal rank
@@ Property / cites work @@
+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
+Normal rank
@@ Property / cites work @@
+Robust stability and controllability of stochastic differential delay equations with Markovian switching.
+Normal rank