Robust H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump

DOI10.1007/s11768-006-6201-1zbMath1150.93565MaRDI QIDQ3517885

Jian-Wei Xia

Publication date: 6 August 2008

Published in: Journal of Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11768-006-6201-1

zbMATH Keywords

linear matrix inequality; singular stochastic systems; Markovian jump; robust \(H^\infty\) filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B36: (H^infty)-control

93E03: Stochastic systems in control theory (general)

Related Items

Singular linear quadratic optimal control for singular stochastic discrete‐time systems, New reliableH_∞filter design for singular Markovian jump time‐delay systems with sensor failures, H_∞ filtering of discrete-time Markovian jump singular systems via bounded real lemma and supermartingale-liked approach, Optimal \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems, Delay-dependent \(\mathrm H_\infty\) filtering for discrete singular Markov jump systems with Wiener process and partly unknown transition probabilities, Delay-dependent \(H_{\infty}\) filtering for singular Markovian jump systems with general uncomplete transition probabilities, Delay-dependent \(H_{\infty }\) filtering for singular Markovian jump time-delay systems, \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems with partly unknown transition rates, H _∞ filtering for singular Markovian jump systems with time delay

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