H2-Filtering for discrete-time hidden Markov jump systems

DOI10.1080/00207179.2016.1186844zbMath1359.93499OpenAlexW2387463188MaRDI QIDQ2978082

André M. de Oliveira, Oswaldo L. V. Costa

Publication date: 21 April 2017

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

Full work available at URL: https://doi.org/10.1080/00207179.2016.1186844

zbMATH Keywords

linear matrix inequalitiesdiscrete-time systemsfilteringMarkov jump linear systemsfault-tolerant control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (20)

Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models ⋮ HMM‐based H_∞ filtering for Markov jump systems with partial information and sensor nonlinearities ⋮ Fault accommodation controller under Markovian jump linear systems with asynchronous modes ⋮ Hidden Markov model‐based control for networked fuzzy Markov jump systems against randomly occurring multichannel attacks ⋮ Reduced-order energy-to-peak filtering for hidden Markov jump linear systems ⋮ Finite‐time exponentially extended dissipative filtering for singular time‐delay Markov jump systems with quantized outputs based on hidden Markov mode ⋮ \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer ⋮ Asynchronous adaptive fault-tolerant control for networked stochastic unmanned surface vehicles with multiple types of actuator faults ⋮ Static output feedback control for discrete‐time hidden Markov jump systems against deception attacks ⋮ Control of Continuous-Time Markov Jump Linear Systems with Partial Information ⋮ Non-fragile asynchronous state estimation for Markovian switching CVNs with partly accessible mode detection: the discrete-time case ⋮ Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises ⋮ Almost sure estimation and synthesis of ultimate bounds for discrete-time Markov jump linear systems ⋮ Asynchronous sliding mode control of Markovian jump systems with time-varying delays and partly accessible mode detection probabilities ⋮ Suboptimal \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) static output feedback control of hidden Markov jump linear systems ⋮ State-estimator-based asynchronous repetitive control of discrete-time Markovian switching systems ⋮ Asynchronous \(H_\infty\) control for uncertain singular stochastic Markov jump systems with multiplicative noise based on hidden Markov mode ⋮ Reduced-order filtering for networks with Markovian jumping parameters and missing measurements ⋮ Asynchronous control of discrete-time stochastic bilinear systems with Markovian switchings ⋮ Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems

Cites Work

• Unnamed Item
• Unnamed Item
• Detection and estimation for abruptly changing systems
• Optimal filtering of discrete-time hybrid systems
• Active fault tolerant control systems. Stochastic analysis and synthesis.
• Markov jump linear systems and filtering through network transmitted measurements
• State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
• A Detector-Based Approach for the <inline-formula> <tex-math notation="TeX">$H_{2} $</tex-math></inline-formula> Control of Markov Jump Linear Systems With Partial Information
• Robust linear filtering for discrete-time hybrid Markov linear systems
• Output feedback robust control of uncertain active fault tolerant control systems via convex analysis
• ℋ₂filtering of discrete-time Markov jump linear systems through linear matrix inequalities
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Detection delays, false alarm rates and the reconfiguration of control systems
• Stochastic stability analysis for continuous-time fault tolerant control systems
• Continuous-Time Regulation of a Class of Econometric Models
• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• Adaptive control of linear systems with Markov perturbations
• Hybrid filtering for linear systems with non-Gaussian disturbances
• H/sub 2/ and H/sub ∞/ robust filtering for convex bounded uncertain systems
• Optimal fault signal estimation
• Continuous-Time Markov Jump Linear Systems
• Finite-dimensional models for hidden Markov chains
• ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
• Optimal and mode-independent filters for generalised Bernoulli jump systems
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems

This page was built for publication: H2-Filtering for discrete-time hidden Markov jump systems