Optimal guaranteed cost filtering for Markovian jump discrete-time systems

DOI10.1155/S1024123X04108016zbMATH Open1130.93432OpenAlexW2015923463MaRDI QIDQ2567579FDOQ2567579

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

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Mathematics Subject Classification ID

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

Cited In (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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