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

DOI10.1080/00207170701601710zbMath1152.93503OpenAlexW1993349958MaRDI QIDQ3543052

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

linear matrix inequalitiesdiscrete-time systemsKalman filterrobust filteringMarkov jump linear systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items

An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems, Obtaining alternative LMI constraints with applications to discrete-time MJLS and switched systems, Reduced-order energy-to-peak filtering for hidden Markov jump linear systems, Markov jump linear systems and filtering through network transmitted measurements, H2-Filtering for discrete-time hidden Markov jump systems, Mixed \(H_2 / H_{\infty}\) fault detection filter for Markovian jump linear systems, Robust Partially Mode Delay‐Dependent ℋ_∞ Output Feedback Control of Discrete‐Time Networked Control Systems, Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises, Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises, Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities, H₂state feedback controller design for continuous Markov jump linear systems with partly known information, H2 filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities, Optimal and mode-independent filters for generalised Bernoulli jump systems, Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises, New methods for mode-independent robust control of Markov jump linear systems, Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems, \(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions

Cites Work

• \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
• Stability results for discrete-time linear systems with Markovian jumping parameters
• The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• Robust linear filtering for discrete-time hybrid Markov linear systems
• 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
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• An H/sub /spl infin// approach to networked control