ℋ2filtering of discrete-time Markov jump linear systems through linear matrix inequalities

DOI10.1080/00207170701601710MaRDI QIDQ3543052zbMATH OpenOpenAlexFDO

Authors José C. Geromel, André Ricardo Fioravanti, Alim P. C. Gonçalves

Publication date 1 December 2008

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170701601710

zbMATH Keywords

discrete-time systemsKalman filterlinear matrix inequalitiesMarkov jump linear systemsrobust filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cites work

• \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• An H/sub /spl infin// approach to networked control
• Controllability, observability and discrete-time markovian jump linear quadratic control
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
• Output feedback control of Markov jump linear systems in continuous-time
• Robust linear filtering for discrete-time hybrid Markov linear systems
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state

Cited in

(28)

• An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems
• Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
• Mixed \(H_2 / H_{\infty}\) fault detection filter for Markovian jump linear systems
• An image-based filter for discrete-time Markovian jump linear systems
• \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints
• Markov jump linear systems and filtering through network transmitted measurements
• New methods for mode-independent robust control of Markov jump linear systems
• \(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions
• Reduced-order energy-to-peak filtering for hidden Markov jump linear systems
• \(H_{2}\) filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities
• Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
• Robust H₂Filtering for Discrete-Time Markovian Jump Linear Systems
• H2-Filtering for discrete-time hidden Markov jump systems
• Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
• Obtaining alternative LMI constraints with applications to discrete-time MJLS and switched systems
• FIR filtering for discrete-time Markov jump linear systems
• ?? filtering for discrete-time linear systems with Markovian jumping parameters?
• H ∞ filtering for Markovian jump linear systems
• Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
• Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems
• Robust Partially Mode Delay‐Dependent ℋ_∞ Output Feedback Control of Discrete‐Time Networked Control Systems
• Optimal and mode-independent filters for generalised Bernoulli jump systems
• H₂state feedback controller design for continuous Markov jump linear systems with partly known information
• \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) filter design for polytopic continuous-time Markov jump linear systems with uncertain transition rates
• ℋ₂ and ℋ_∞ Filtering for Continuous-Time Markov Jump Lur'e Systems with Sector Bound Optimization
• Robust H₂ filtering of phase-type semi-Markov jump linear systems with cluster observations
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
• A convex optimization approach to filtering in jump linear systems with state dependent transitions

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