${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities

DOI10.1109/TAC.2009.2015553zbMath1367.93643MaRDI QIDQ4974616

José C. Geromel, André Ricardo Fioravanti, Alim P. C. Gonçalves

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36)

Related Items (44)

An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems ⋮ Finite-time asynchronous ℋ∞ filtering for discrete-time Markov jump systems over a lossy network ⋮ Improved \(H_{\infty }\) filtering for Markov jumping linear systems with non-accessible mode information ⋮ Model reduction for discrete-time Markov jump Lur'e systems with time-varying delays in a unified framework ⋮ Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities ⋮ Further results on stability analysis of discrete-time Markov jump linear systems with time-varying delay and partly known transition probabilities ⋮ Discontinuous Lyapunov approach to state estimation and filtering of jumped systems with sampled-data ⋮ Resilient dissipative dynamic output feedback control for uncertain Markov jump Lur'e systems with time-varying delays ⋮ Reachable set estimation for inertial Markov jump BAM neural network with partially unknown transition rates and bounded disturbances ⋮ \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints ⋮ Reduced-order energy-to-peak filtering for hidden Markov jump linear systems ⋮ Event‐triggered finite‐time reliable filtering of Markov jump nonlinear systems subject to exponential dissipativity ⋮ Minimax estimation with intermittent observations ⋮ Event-triggered ℒ ₂  − ℒ _∞ control for discrete-time Markov jump systems with DoS attacks and exogenous disturbance ⋮ Dynamic event-triggered asynchronous filtering of Markovian jump systems against cyber-attacks ⋮ Observer-based stabilization of stochastic systems with limited communication ⋮ Robust \(l_2 - l_\infty\) filtering for Takagi-Sugeno fuzzy systems with norm-bounded uncertainties ⋮ Markov jump linear systems and filtering through network transmitted measurements ⋮ H2-Filtering for discrete-time hidden Markov jump systems ⋮ Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities ⋮ \(l_1\)-gain performance analysis and positive filter design for positive discrete-time Markov jump linear systems: a linear programming approach ⋮ \(H_\infty\) estimates for discrete-time Markovian jump linear systems ⋮ Asynchronous \(H_\infty\) filtering for 2D discrete Markovian jump systems with sensor failure ⋮ A finite frequency approach to control of Markov jump linear systems with incomplete transition probabilities ⋮ Non-fragile asynchronous state estimation for Markovian switching CVNs with partly accessible mode detection: the discrete-time case ⋮ <scp>H</scp>_∞ control for discrete‐time <scp>M</scp>arkovian jump systems with partial information on transition probabilities ⋮ Resilient dissipative filtering for uncertain Markov jump nonlinear systems with time-varying delays ⋮ Robust Partially Mode Delay‐Dependent ℋ_∞ Output Feedback Control of Discrete‐Time Networked Control Systems ⋮ Improved robust energy-to-peak filtering for uncertain linear systems ⋮ Partially mode-dependent design of \(H_{\infty }\) filter for stochastic Markovian jump systems with mode-dependent time delays ⋮ Model reduction of discrete Markovian jump systems with time-weightedH₂performance ⋮ Reliable \(H_\infty\) filtering of semi-Markov jump systems over a lossy network ⋮ Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties ⋮ A new approach to static output control of uncertain continuous Markov jump linear systems ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities ⋮ Event-triggered \(H_\infty\) filtering of Markov jump systems with general transition probabilities ⋮ Decentralised - filtering of networked control systems: a jump system approach ⋮ Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities ⋮ Exponential H _∞ filtering for singular systems with Markovian jump parameters ⋮ Optimal and mode-independent filters for generalised Bernoulli jump systems ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems ⋮ \(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions

This page was built for publication: ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities