Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities

DOI10.1016/J.AUTOMATICA.2009.02.002zbMath1166.93378OpenAlexW1502439507MaRDI QIDQ2391335

Lixian Zhang, El-Kébir Boukas

Publication date: 24 July 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.02.002

zbMATH Keywords

linear matrix inequality (LMI)\(H_\infty \) filteringMarkovian jump linear systemspartly unknown transition probabilities

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39)

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Cites Work

• Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
• On robust stabilization of Markovian jump systems with uncertain switching probabilities
• Stability of linear feedback systems with random communication delays
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• Analysis and Synthesis of Markov Jump Linear Systems With Time-Varying Delays and Partially Known Transition Probabilities
• Robust H∞ filtering for uncertain markovian jump systems with mode-dependent time delays
• Stability analysis and control synthesis for switched systems: a switched Lyapunov function approach
• A new method for stabilization of networked control systems with random delays
• Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
• Exponential H_∞ filtering for uncertain discrete‐time switched linear systems with average dwell time: A µ‐dependent approach
• RobustH∞ filtering for switched linear discrete-time systems with polytopic uncertainties
• Robust ℋ∞ constant gain feedback stabilization of stochastic systems

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