Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities

DOI10.1002/rnc.1610zbMath1213.93190OpenAlexW2052878064MaRDI 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

zbMATH Keywords

linear matrix inequalitiesrobust filteringdiscrete-time Markov jump linear systemsprobability transition uncertainty

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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