?? filtering for discrete-time linear systems with Markovian jumping parameters?
DOI10.1002/RNC.843zbMATH Open1043.93016OpenAlexW2026660422MaRDI QIDQ4452319FDOQ4452319
Carlos E. de Souza, Marcelo Dutra Fragoso
Publication date: 12 February 2004
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.843
discrete-time systemslinear matrix inequalitiesstate estimationMarkovian jump linear systems\(\mathcal H_{\infty}\) filtering
Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Discrete-time control/observation systems (93C55)
Cites Work
Cited In (31)
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