FIR filtering for discrete-time Markov jump linear systems
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Publication:411191
DOI10.1007/S00034-011-9291-ZzbMATH Open1238.93113OpenAlexW2113937328MaRDI QIDQ411191FDOQ411191
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
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
- Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
- Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
- Robust ℋ∞ constant gain feedback stabilization of stochastic systems
- Robust filtering for jumping systems with mode-dependent delays
- Adaptive IIR/FIR fusion filter and its application to the INS/GPS integrated system
- A receding horizon unbiased FIR for discrete-time state space models
- Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities
- A receding horizon Kalman FIR filter for discrete time-invariant systems
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
- A generalized approach to the design of variable fractional-delay FIR digital filters
Cited In (5)
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- Linear Minimum Mean Square Filters for Markov Jump Linear Systems
- Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
- Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
- Title not available (Why is that?)
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