Robust ?? filtering for uncertain Markovian jump linear systems

DOI10.1002/rnc.631zbMath1020.93023OpenAlexW2180391962MaRDI QIDQ4552288

Carlos E. de Souza, Marcelo Dutra Fragoso

Publication date: 1 September 2002

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.631

zbMATH Keywords

\({\mathcal H}_\infty\) filteringuncertain Markovian jump linear systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) Perturbations in control/observation systems (93C73)

Related Items (16)

Robust \(H_{\infty}\) filtering for a class of nonlinear discrete-time Markovian jump systems ⋮ Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ \(\mathcal H_\infty\) control for Markovian jump fuzzy systems with partly unknown transition rates and input saturation ⋮ Robust H₂Filtering for Discrete-Time Markovian Jump Linear Systems ⋮ Sliding mode switched control for Markovian jumping systems subject to intermittent DoS attacks ⋮ Event‐triggered finite‐time reliable filtering of Markov jump nonlinear systems subject to exponential dissipativity ⋮ ℋ₂ and ℋ_∞ Filtering for Continuous-Time Markov Jump Lur'e Systems with Sector Bound Optimization ⋮ Optimal state estimation for discrete-time Markov jump systems with missing observations ⋮ Robust \(H_\infty\) filtering for a class of uncertain Markovian jump systems with time delays ⋮ Risk-sensitive filtering for jump Markov linear systems ⋮ The Wonham filter under uncertainty: A game-theoretic approach ⋮ Minimax estimation in systems of observation with Markovian chains by integral criterion ⋮ Delay-dependent \({\mathcal L}_2\)-\({\mathcal L}_\infty\) filter design for stochastic time-delay systems ⋮ Observer design with guaranteed RMS gain for discrete-time LPV systems with Markovian jumps ⋮ Mode-independentH_∞filtering for discrete-time Markov jump linear system with parametric uncertainties and quantized measurements ⋮ Delay-dependent \(H_\infty \) filtering for stochastic systems with Markovian switching and mixed mode-dependent delays

Cites Work

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• Jump linear quadratic control with random state discontinuities
• On a partially observable LQG problem for systems with Markovian jumping parameters
• Detection and estimation for abruptly changing systems
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• H/sub infinity /-minimum error state estimation of linear stationary processes
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Filtering and smoothing in an H/sup infinity / setting
• H∞ estimation for uncertain systems
• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• Jump linear quadratic Gaussian control in continuous time

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