Optimal guaranteed cost filtering for Markovian jump discrete-time systems

DOI10.1155/S1024123X04108016MaRDI QIDQ2567579zbMATH OpenOpenAlexFDO

Authors Magdi S. Mahmoud, Peng Shi

Publication date 11 October 2005

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/53773

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(6)

• Optimal guaranteed cost filtering for uncertain discrete-time linear systems
• Switched discrete-time delay systems: Delay-dependent analysis and synthesis
• Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
• Generalized \(\mathcal H_2\) control of switched discrete-time systems with unknown delays
• Risk-sensitive filtering for jump Markov linear systems
• Switched discrete-time systems with time-varying delays: A generalized \(\mathcal H_2\)-approach

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