FIR filtering for discrete-time Markov jump linear systems
From MaRDI portal
Publication:411191
DOI10.1007/s00034-011-9291-zzbMath1238.93113OpenAlexW2113937328MaRDI QIDQ411191
Publication date: 4 April 2012
Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00034-011-9291-z
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- A generalized approach to the design of variable fractional-delay FIR digital filters
- Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
- Robust filtering for jumping systems with mode-dependent delays
- Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
- Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
- Adaptive IIR/FIR fusion filter and its application to the INS/GPS integrated system
- Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
- A receding horizon Kalman FIR filter for discrete time-invariant systems
- Robust ℋ∞ constant gain feedback stabilization of stochastic systems
- A receding horizon unbiased FIR for discrete-time state space models
This page was built for publication: FIR filtering for discrete-time Markov jump linear systems
