Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information

DOI10.1016/j.automatica.2008.03.011zbMath1155.93432OpenAlexW2055213544MaRDI QIDQ1004142

Huaping Liu, Fuchun Sun, Daniel W. C. Ho

Publication date: 2 March 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.03.011

zbMATH Keywords

linear matrix inequality (LMI)non-accessible mode informationMarkov jumping linear systems\(H_\infty \) filter

Mathematics Subject Classification ID

Related Items (64)

Stability and stabilization of continuous-time stochastic Markovian jump systems with random switching signals ⋮ Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach ⋮ Filtering design for two-dimensional Markovian jump systems with state-delays and deficient mode information ⋮ Improved \(H_{\infty }\) filtering for Markov jumping linear systems with non-accessible mode information ⋮ Non-fragile finite-time \(l_2 - l_\infty\) state estimation for discrete-time neural networks with semi-Markovian switching and random sensor delays based on Abel lemma approach ⋮ Model approximation for two-dimensional Markovian jump systems with state-delays and imperfect mode information ⋮ Delay-dependent \(H_\infty\) filtering of uncertain Markovian jump delay systems via delay-partitioning approach ⋮ Adaptive tracking control for a class of Markovian jump systems with time-varying delay and actuator faults ⋮ H _∞ filtering for singular Markovian jump systems with time delay ⋮ Dissipative control for singular Markovian jump systems with time delay ⋮ Asynchronous \(H_\infty\) control for nonhomogeneous higher-level Markov jump systems ⋮ Robust stabilisation of uncertain delayed Markovian jump systems and its applications ⋮ Robust state estimation for jump Markov linear systems with missing measurements ⋮ \(H_\infty\) filtering of continuous Markov jump linear system with partly known Markov modes and transition probabilities ⋮ HMM‐based H_∞ filtering for Markov jump systems with partial information and sensor nonlinearities ⋮ Stabilization of semi‐Markovian jump systems by a stochastically scheduled controller ⋮ Resilient asynchronous state estimation of Markov switching neural networks: a hierarchical structure approach ⋮ Self-triggered multi-mode control of Markovian jump systems ⋮ Decentralised H_∞ filtering of interconnected discrete-time systems ⋮ Adaptive risk-sensitive filter for Markovian jump linear systems ⋮ FIR filtering for discrete-time Markov jump linear systems ⋮ Quantized \(H_{\infty }\) filtering for continuous-time nonhomogeneous Markov jump systems ⋮ \(l_{2}-l_{\infty }\) filter design for discrete-time singular Markovian jump systems with time-varying delays ⋮ Stabilizing control of Markovian jump systems with sampled switching and state signals and applications ⋮ \(\mathcal H_{\infty}\) state estimation for discrete-time singular jump systems with non-accessible mode information ⋮ \(H_{\infty }\) filtering for a class of piecewise homogeneous Markovian jump nonlinear systems ⋮ \(H_{\infty }\) filtering with stochastic sampling ⋮ On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain ⋮ Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain ⋮ State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities ⋮ Quantized peak-to-peak filtering for continuous-time nonhomogeneous Markov jump systems with structured uncertainty ⋮ Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities ⋮ \(l_1\)-gain performance analysis and positive filter design for positive discrete-time Markov jump linear systems: a linear programming approach ⋮ An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters ⋮ \(\mathcal H_\infty\) control for two-dimensional Markovian jump systems with state-delays and defective mode information ⋮ Robust event-triggered energy-to-peak filtering for polytopic uncertain systems over lossy network with quantized measurements ⋮ Positive observer design for positive delayed Markovian jump systems ⋮ A finite frequency approach to control of Markov jump linear systems with incomplete transition probabilities ⋮ On robust H_∞ filtering of uncertain 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discrete singular systems with random abrupt changes ⋮ Asynchronous sliding mode control of Markovian jump systems with time-varying delays and partly accessible mode detection probabilities ⋮ Non-fragile \(H_\infty\) filter design for uncertain stochastic nonlinear time-delay Markovian jump systems ⋮ H_∞filtering for piecewise homogeneous Markovian jump nonlinear systems ⋮ Stabilization of semi-Markovian jump systems via a quantity limited controller ⋮ Mode-independentH_∞filtering for discrete-time Markov jump linear system with parametric uncertainties and quantized measurements ⋮ An improved \(H_\infty\) filtering for Markovian jump system with time-varying delay based on finite frequency domain ⋮ Robust extended dissipative control for sampled-data Markov jump systems ⋮ Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities ⋮ Exponential H _∞ filtering for singular systems with Markovian jump parameters ⋮ Finite-time \(H_{\infty }\) filtering for discrete-time piecewise homogeneous Markov jump systems with missing measurements ⋮ H_∞filtering for discrete-time singular networked systems with communication delays and data missing ⋮ Robust H_∞ filtering for singular time‐delayed systems with uncertain Markovian switching probabilities ⋮ \(\mathcal{H}_\infty\) state feedback control for MJLS with uncertain probabilities ⋮ Mode-dependent nonrational output feedback control for continuous-time semi-Markovian jump systems with time-varying delay ⋮ \(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions

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