Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
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Publication:3085526
DOI10.1002/rnc.1610zbMath1213.93190MaRDI QIDQ3085526
José C. Geromel, André Ricardo Fioravanti, Alim P. C. Gonçalves
Publication date: 31 March 2011
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.1610
linear matrix inequalities; robust filtering; discrete-time Markov jump linear systems; probability transition uncertainty
93E11: Filtering in stochastic control theory
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