Delay-dependent H_ filtering for discrete singular Markov jump systems with Wiener process and partly unknown transition probabilities
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Publication:1661973
DOI10.1016/J.JFRANKLIN.2018.05.061zbMATH Open1451.93398OpenAlexW2809006812MaRDI QIDQ1661973FDOQ1661973
Publication date: 17 August 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.05.061
Wiener processstochastic stabilitydelay-dependent \(\mathrm H_\infty\) filteringdiscrete singular Markov jump systemsLyapunov-Krasovskii candidate function
Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Stochastic stability in control theory (93E15) Delay control/observation systems (93C43)
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Cited In (7)
- \(H_{\infty}\) filtering for discrete-time singular Markovian jump systems with generally uncertain transition rates
- \(H_\infty\) consensus for Markov jump multi-agent systems with partly unknown transition probabilities and multiplicative noise
- Robust control for nonlinear Markov jump systems with partially unknown transition probabilities
- Asynchronous \(H_\infty\) control for uncertain singular stochastic Markov jump systems with multiplicative noise based on hidden Markov mode
- Reliable H∞ filtering for discrete time-delay Markovian jump systems with partly unknown transition probabilities
- New approach to \(H_\infty\) state estimation for continuous-time nonhomogeneous Markov jump systems with time-varying delay
- Design of probabilistic \(l_2\)-\(l_\infty\) filter for uncertain Markov jump systems with partial information of the transition probabilities
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