Resilient \(L_2-L_\infty\) filtering of uncertain Markovian jumping systems within the finite-time interval
From MaRDI portal
Publication:370213
DOI10.1155/2013/791296zbMath1271.93157WikidataQ58917471 ScholiaQ58917471MaRDI QIDQ370213
Publication date: 19 September 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/791296
Lyapunov-Krasovskii functional; LMIs optimization techniques; resilient \(L_2-L_\infty\) filtering; uncertain Markovian jumping systems
93E11: Filtering in stochastic control theory
Related Items
Structural stiffness identification based on the extended Kalman filter research, State estimation for wireless network control system with stochastic uncertainty and time delay based on sliding mode observer, Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays, Global multivariable control of permanent magnet synchronous motor for mechanical elastic energy storage system under multiclass nonharmonic external disturbances, Integration by parts and martingale representation for a Markov chain, Analysis and design of networked control systems with random Markovian delays and uncertain transition probabilities, Optimal state estimation for discrete-time Markov jump systems with missing observations, Delay-dependent robust \(L_2 - L_\infty\) filtering for a class of fuzzy stochastic systems
Cites Work
- Delay-dependent observer-based \(H_{\infty }\) finite-time control for switched systems with time-varying delay
- Robust finite-time stabilization of uncertain singular Markovian jump systems
- Resilient linear filtering of uncertain systems
- Input-output finite time stabilization of linear systems
- Reduced-order \(H_{\infty}\) filtering for singular systems
- Improved robust energy-to-peak filtering for uncertain linear systems
- Robust control of a class of uncertain nonlinear systems
- Stability of stochastic differential equations with Markovian switching
- \(H_\infty \) filtering for discrete-time systems with time-varying delay
- Stochastic stability properties of jump linear systems
- Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
- Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty