Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities

DOI10.1002/rnc.1610zbMath1213.93190MaRDI QIDQ3085526

José C. Geromel, André Ricardo Fioravanti, Alim P. C. Gonçalves

Publication date: 31 March 2011

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.1610

zbMATH Keywords

linear matrix inequalities; robust filtering; discrete-time Markov jump linear systems; probability transition uncertainty

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

Related Items

Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises, Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems, Observer-based tracking controller design for networked predictive control systems with uncertain Markov delays, Optimal and mode-independent filters for generalised Bernoulli jump systems, Generalised nonlinearl₂–l_∞filtering of discrete-time Markov jump descriptor systems, and filter design for polytopic continuous‐time Markov jump linear systems with uncertain transition rates, Adaptive optimization algorithm for nonlinear Markov jump systems with partial unknown dynamics, Asynchronous control of 2-D Markov jump systems subject to general probabilities information, A survey on hidden Markov jump systems: asynchronous control and filtering, \(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions, \(\mathcal H_{\infty}\) robust and networked control of discrete-time MJLS through LMIs, Event-triggered \(H_\infty\) filtering of Markov jump systems with general transition probabilities, An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems, Stabilisation of discrete-time piecewise homogeneous Markov jump linear system with imperfect transition probabilities, Mixed \(H_2 / H_{\infty}\) fault detection filter for Markovian jump linear systems, Finite-time sliding mode control of Markovian jump systems subject to actuator nonlinearities and its application to wheeled mobile manipulator, Stability and stabilization of Markov jump systems with generally uncertain transition rates, Fuzzy-model-based tracking control of Markov jump nonlinear systems with incomplete mode information, Model-based fault detection filter for Markovian jump linear systems applied to a control moment gyroscope, Improved results on \(H_\infty\) model reduction for Markovian jump systems with partly known transition probabilities, Stability of discrete-time Markovian jump delay systems with delayed impulses and partly unknown transition probabilities, Robust \(H_\infty \) sliding-mode control for Markovian jump systems subject to intermittent observations and partially known transition probabilities, Event-triggered filter of positive semi-Markovian jump systems with Weibull distribution, ℋ∞ and ℋ2 control design for polytopic continuous-time Markov jump linear systems with uncertain transition rates, Discrete-time H∞ output feedback for Markov jump systems with uncertain transition probabilities, Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises, Stochastic stability and robust stabilization of semi-Markov jump linear systems

Cites Work

• Unnamed Item
• Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
• Stability results for discrete-time linear systems with Markovian jumping parameters
• The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state
• Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• On robust stabilization of Markovian jump systems with uncertain switching probabilities
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• H_∞control for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• ℋ₂filtering of discrete-time Markov jump linear systems through linear matrix inequalities
• Dynamic Output Feedback Control of Discrete-Time Markov Jump Linear Systems through Linear Matrix Inequalities
• Linear Matrix Inequalities in System and Control Theory
• ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
• A bounded real lemma for jump systems
• Robust Stability and Stabilization of Uncertain Discrete-Time Markovian Jump Linear Systems
• RobustH∞ filtering for switched linear discrete-time systems with polytopic uncertainties