Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
From MaRDI portal
Publication:1877195
DOI10.1016/j.cam.2003.11.002zbMath1067.93059OpenAlexW2104058245MaRDI QIDQ1877195
Peng Shi, Abdulla Ismail, Magdi S. Mahmoud
Publication date: 16 August 2004
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2003.11.002
uncertaintystate estimationstochastic stabilityKalman filteringlinear discrete-time systemMarkovian jump parametercoupled Riccati equation
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)
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