ℋ2filtering of discrete-time Markov jump linear systems through linear matrix inequalities

DOI10.1080/00207170701601710zbMath1152.93503OpenAlexW1993349958MaRDI QIDQ3543052

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

Publication date: 1 December 2008

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

Full work available at URL: https://doi.org/10.1080/00207170701601710

zbMATH Keywords

linear matrix inequalitiesdiscrete-time systemsKalman filterrobust filteringMarkov jump linear systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (17)

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Cites Work

• \(H_2\)-control and the separation principle for 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
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• Robust linear filtering for discrete-time hybrid Markov linear systems
• Controllability, observability and discrete-time markovian jump linear quadratic control
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
• Output feedback control of Markov jump linear systems in continuous-time
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• An H/sub /spl infin// approach to networked control

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