Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty

DOI10.1016/j.cam.2003.11.002zbMath1067.93059OpenAlexW2104058245MaRDI QIDQ1877195

Peng Shi, Abdulla Ismail, Magdi S. Mahmoud

Publication date: 16 August 2004

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2003.11.002

zbMATH Keywords

uncertaintystate estimationstochastic stabilityKalman filteringlinear discrete-time systemMarkovian jump parametercoupled Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Related Items (23)

Finite-time unbiased \(H_\infty\) filtering for discrete jump time-delay systems ⋮ \(H_\infty\) fault detection filter design for discrete-time nonlinear Markovian jump systems with missing measurements ⋮ Unbiased \(H_\infty \) filtering for neutral Markov jump systems ⋮ Robust adaptive tracking for Markovian jump nonlinear systems with unknown nonlinearities ⋮ \(H_{\infty }\) filter for discrete-time switched systems with time-varying delays ⋮ Finite-time \(H_\infty\) filtering for discrete-time Markovian jump systems ⋮ Finite-time \(H_\infty\) filtering for singular stochastic systems ⋮ FIR filtering for discrete-time Markov jump linear systems ⋮ Observer-based finite-time \(H_\infty\) control of singular Markovian jump systems ⋮ An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters ⋮ Robust exponential stabilization for Markovian jump systems with mode-dependent input delay ⋮ A new design of delay-dependent robust â ï¸ _â filtering for continuous-time polytopic systems with time-varying delay ⋮ H_∞filtering for nonlinear singular Markovian jumping systems with interval time-varying delays ⋮ Robust finite-time stabilization of uncertain singular Markovian jump systems ⋮ Robust finite-time \(H_\infty\) control for uncertain discrete jump systems with time delay ⋮ New results on robust H _∞ filtering design for discrete-time piecewise linear delay systems ⋮ Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties ⋮ Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise ⋮ Pinning synchronization of time-varying polytopic directed stochastic networks ⋮ Robust filtering for discrete time piecewise impulsive systems ⋮ Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities ⋮ Interconnected jumping time-delay systems: Mode-dependent decentralized stability and stabilization ⋮ H_∞scheduling control on stochastic neutral systems subject to actuator nonlinearity

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