Robust \(H_\infty\) filtering for a class of uncertain Markovian jump systems with time delays

DOI10.1155/2013/574571zbMath1299.93078OpenAlexW2070911854WikidataQ59026782 ScholiaQ59026782MaRDI QIDQ474375

Junwei Lu, Yi Yang

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/574571

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Robust stability (93D09)

Cites Work

• Unnamed Item
• Steady-state Kalman filtering with an \(H_{\infty}\) error bound
• Solution of the H/sub infinity / optimal linear filtering problem for discrete-time systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Discrete-time markovian-jump linear quadratic optimal control
• Filtering and smoothing in an H/sup infinity / setting
• H_∞ estimation for discrete‐time linear uncertain systems
• Stochastic stability properties of jump linear systems
• H∞ estimation for uncertain systems
• Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach
• Robust ?? filtering for uncertain Markovian jump linear systems
• Gain-Constrained Kalman Filtering for Linear and Nonlinear Systems

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