H_ estimates for discrete-time Markovian jump linear systems
From MaRDI portal
Publication:474758
DOI10.1155/2013/945342zbMATH Open1299.93269OpenAlexW1986754979WikidataQ59029803 ScholiaQ59029803MaRDI QIDQ474758FDOQ474758
Authors: Marco H. Terra, Gildson Jesus, João Y. Ishihara
Publication date: 24 November 2014
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/945342
Recommendations
- ?? filtering for discrete-time linear systems with Markovian jumping parameters?
- H ∞ filtering for Markovian jump linear systems
- Finite-time \(H_\infty\) filtering for discrete-time Markovian jump systems
- Robust ?? filtering for uncertain Markovian jump linear systems
- Robust \(H_{\infty}\) filtering for a class of nonlinear discrete-time Markovian jump systems
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
- ?? filtering for discrete-time linear systems with Markovian jumping parameters?
- ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
- Title not available (Why is that?)
- \(\mathcal H_{\infty}\) filtering for 2D Markovian jump systems
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- Robust H/sub /spl infin// filtering for nonlinear stochastic systems
- H∞ filtering for a class of stochastic Markovian jump systems with impulsive effects
- A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise
- Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
- H ∞ filtering for Markovian jump linear systems
- Filtering for rectangular discrete-time descriptor systems
- Reduced-order \(H_{\infty}\) filtering for linear systems with Markovian jump parameters
Cited In (7)
- AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
- FIR filtering for discrete-time Markov jump linear systems
- Title not available (Why is that?)
- Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations
- Non-fragile \(\mathcal{H}_\infty\) SMC for Markovian jump systems in a finite-time
- Optimal guaranteed cost filtering for Markovian jump discrete-time systems
- ?? filtering for discrete-time linear systems with Markovian jumping parameters?
This page was built for publication: \(H_\infty\) estimates for discrete-time Markovian jump linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q474758)