Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances

DOI10.1016/J.AUTOMATICA.2016.07.013zbMath1372.93206OpenAlexW2512467232MaRDI QIDQ2409280

Yan Liang, Quan Pan, Yanbo Yang, Yuemei Qin, Feng Yang

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.07.013

zbMATH Keywords

target trackingMarkovian jump linear systemspolytopic systemsunknown disturbancesupper-bound filter

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (4)

\(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise ⋮ Adaptive finite-time output feedback control for Markov jumping nonlinear systems ⋮ Disturbance attenuation and rejection for a class of switched nonlinear systems subject to input and sensor saturations ⋮ Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters

Cites Work

• Fault-tolerant control of Markovian jump stochastic systems via the augmented sliding mode observer approach
• Adaptive fault-tolerant compensation control for Markovian jump systems with mismatched external disturbance
• \(H_\infty \) estimation for discrete-time piecewise homogeneous Markov jump linear systems
• A multiple model multiple hypothesis filter for Markovian switching systems
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• New robust delay-dependent stability and \(H_{\infty}\) analysis for uncertain Markovian jump systems with time-varying delays
• On robust stabilization of Markovian jump systems with uncertain switching probabilities
• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• Radar Detection and Classification of Jamming Signals Belonging to a Cone Class
• Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
• Estimation under unknown correlation: covariance intersection revisited
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems

This page was built for publication: Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances