Delay-dependent \(H_{\infty}\) filtering for singular Markovian jump systems with general uncomplete transition probabilities
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Publication:1734315
DOI10.1016/j.amc.2016.06.034zbMath1411.93178OpenAlexW2524237128MaRDI QIDQ1734315
Baoping Jiang, Jile Yin, Guo-Wei Yang, Yong-Gui Kao
Publication date: 27 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2016.06.034
linear matrix inequality (LMI)delay-dependent\(H_{\infty}\) filteringgeneral unknown transition probabilitiessingular Markovian jumping systems
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (H^infty)-control (93B36) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (9)
Stochastic stability criteria for neutral distributed parameter systems with Markovian jump ⋮ A new integral inequality approach for extended dissipative filters design of singular Markovian jump systems with discrete and distributed delays ⋮ \(H_{\infty}\) filtering for discrete-time singular Markovian jump systems with generally uncertain transition rates ⋮ Reduced-order filtering for semi-Markovian jump systems against randomly occurring false data injection attacks ⋮ A new result of terminal sliding mode finite-time state and fault estimation for a class of descriptor switched systems ⋮ Generalized relaxation techniques for robust \(\mathcal{H}_\infty\) filtering of nonhomogeneous Markovian jump systems ⋮ Event-triggered mixed \(\mathcal{H}_\infty\) and passive filtering for discrete-time networked singular Markovian jump systems ⋮ Stochastic stability of nonlinear positive systems with random switching signals ⋮ Delay-dependent H∞filtering for singular Markov jump systems with Wiener process and generally uncertain transition rates
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