Optimal and mode-independent filters for generalised Bernoulli jump systems (Q5265616): Difference between revisions

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+Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
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+Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
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+A convex programming approach to H2 control of discrete-time markovian jump linear systems
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+Robust linear filtering for discrete-time hybrid Markov linear systems
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+Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
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+\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
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+?? filtering for discrete-time linear systems with Markovian jumping parameters?
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+<b>ℋ</b><sub>2</sub>filtering of discrete-time Markov jump linear systems through linear matrix inequalities
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+Optimal linear filtering under parameter uncertainty
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+<i>H</i><sub>2</sub> and $H_\infty$ Robust Filtering for Discrete-Time Linear Systems
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+Dynamic Output Feedback Control of Discrete-Time Markov Jump Linear Systems through Linear Matrix Inequalities
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+${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
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+Markov jump linear systems and filtering through network transmitted measurements
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+Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
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+A bounded real lemma for jump systems
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+An H/sub /spl infin// approach to networked control
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+Kalman Filtering With Intermittent Observations
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+Estimation with lossy measurements: jump estimators for jump systems
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+Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
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