?? filtering for discrete-time linear systems with Markovian jumping parameters?
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Publication:4452319
DOI10.1002/RNC.843zbMath1043.93016OpenAlexW2026660422MaRDI QIDQ4452319
Carlos E. de Souza, Marcelo Dutra Fragoso
Publication date: 12 February 2004
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.843
linear matrix inequalitiesdiscrete-time systemsstate estimationMarkovian jump linear systems\(\mathcal H_{\infty}\) filtering
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36)
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