Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances

DOI10.1016/J.AUTOMATICA.2016.07.013MaRDI QIDQ2409280zbMATH OpenOpenAlexFDO

Authors Yuemei Qin, Yan Liang, Yanbo Yang, Quan Pan, Feng Yang

Publication date 11 October 2017

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2016.07.013

zbMATH Keywords

target trackingMarkovian jump linear systemspolytopic systemsunknown disturbancesupper-bound filter

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• A multiple model multiple hypothesis filter for Markovian switching systems
• Adaptive fault-tolerant compensation control for Markovian jump systems with mismatched external disturbance
• Array Algorithm for Filtering of Discrete-Time Markovian Jump Linear Systems
• Estimation under unknown correlation: covariance intersection revisited
• Fault-tolerant control of Markovian jump stochastic systems via the augmented sliding mode observer approach
• Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• New robust delay-dependent stability and \(H_{\infty}\) analysis for uncertain Markovian jump systems with time-varying delays
• On robust stabilization of Markovian jump systems with uncertain switching probabilities
• Radar Detection and Classification of Jamming Signals Belonging to a Cone Class
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• \(H_\infty \) estimation for discrete-time piecewise homogeneous Markov jump linear systems

Cited in

(4)

• Adaptive finite-time output feedback control for Markov jumping nonlinear systems
• Disturbance attenuation and rejection for a class of switched nonlinear systems subject to input and sensor saturations
• Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters
• \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise

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