Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems

DOI10.1049/IET-CTA.2018.5659MaRDI QIDQ5221180zbMATH OpenOpenAlexWikidataFDO

Authors Fortià Vila Vergés, Marcelo Dutra Fragoso

Publication date 24 March 2020

Published in IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/iet-cta.2018.5659

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on discrete state spaces (60J27)

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(10)

• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Linear Minimum Mean Square Filters for Markov Jump Linear Systems
• A convex optimization approach to filtering in jump linear systems with state dependent transitions
• Stationary Filter For Continuous-Time Markovian Jump Linear Systems
• Hidden Markov model‐based ℋ_∞ control for singular Markov jump systems under denial of service attacks
• Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
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• Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
• Stochastic stability robustness and H ₂ performance robustness of continuous-time Markovian jump linear systems with uncertain transition rates via μ analysis
• On the performance of Kalman filter for Markov jump linear systems with mode mismatch

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