H filtering for singularly perturbed systems with variable sampling and missing measurements
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Publication:4683973
Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Sampled-data control/observation systems (93C57) Time-scale analysis and singular perturbations in control/observation systems (93C70) Asymptotic stability in control theory (93D20) Estimation and detection in stochastic control theory (93E10)
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(5)- HMM-based filtering for slow-sampling singularly perturbed jumping systems
- \(H_{\infty }\) filtering with randomly occurring sensor saturations and missing measurements
- H∞filtering for discrete-time systems subject to stochastic missing measurements: a decomposition approach
- Sampled-data \(H_\infty\) filtering for Markovian jump singularly perturbed systems with time-varying delay and missing measurements
- Event-triggered \(H_\infty\) filtering for singularly perturbed systems with external disturbance
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