H ∞ filtering for Markovian jump linear systems

DOI10.1080/0020772021000017281zbMath1045.93045OpenAlexW1967905184MaRDI QIDQ4804963

Carlos E. de Souza, Marcelo Dutra Fragoso

Publication date: 2002

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020772021000017281

zbMATH Keywords

linear matrix inequalities\(H_\infty\) filteringnonzero initial conditionsMarkovian jump

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) (H^infty)-control (93B36)

Related Items (18)

Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities ⋮ Robust state estimation for jump Markov linear systems with missing measurements ⋮ ℋ₂ and ℋ_∞ Filtering for Continuous-Time Markov Jump Lur'e Systems with Sector Bound Optimization ⋮ Stability analysis of Markovian jump systems with multiple delay components and polytopic uncertainties ⋮ Fault estimation for a class of nonlinear Markov jump systems with general uncertain transition rates ⋮ Fault detection of Markov jumping linear systems ⋮ Optimal state estimation for discrete-time Markov jump systems with missing observations ⋮ \(H_\infty\) estimates for discrete-time Markovian jump linear systems ⋮ Risk-sensitive filtering for jump Markov linear systems ⋮ Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon ⋮ Robust fault detection for Markovian jump systems with unreliable communication links ⋮ New results on \(H_{\infty }\) filtering for fuzzy systems with interval time-varying delays ⋮ Reduced-order \(H_{\infty}\) filtering for linear systems with Markovian jump parameters ⋮ A generalized parameter-dependent approach to robust \(H _{\infty }\) filtering of stochastic systems ⋮ Stability analysis and controller design for networked control systems with random time delay ⋮ Robust ℋ_∞filtering of Markovian jump stochastic systems with uncertain transition probabilities ⋮ \(H_\infty\) filtering for systems with repeated scalar nonlinearities under unreliable communication links ⋮ Fault detection and isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels

Cites Work

• 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
• Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• 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/sub infinity / state estimation for linear periodic systems
• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• Jump linear quadratic Gaussian control in continuous time

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