H2 filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities

DOI10.1002/oca.998zbMath1276.93076OpenAlexW2160254639MaRDI QIDQ2864614

Guang-Hong Yang, Mouquan Shen

Publication date: 26 November 2013

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.998

zbMATH Keywords

Markov jump linear systemslinear matrix inequality (LMI)partly unknown transition probabilities

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items

Zonotope-based interval estimation for discrete-time Markovian jump systems with complex transition probabilities and quantization, \(H_\infty\) filtering of continuous Markov jump linear system with partly known Markov modes and transition probabilities, Some improvements on “Homogenous polynomial H_∞ filtering for uncertain discrete‐time systems: A descriptor approach”, A new approach to static output control of uncertain continuous Markov jump linear systems, Unnamed Item, A constructive method to static output stabilisation of Markov jump systems

Uses Software

• LMI toolbox

Cites Work

• Unnamed Item
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