Optimal and mode-independent filters for generalised Bernoulli jump systems
DOI10.1080/00207721.2013.784373zbMATH Open1316.93114OpenAlexW2091404992MaRDI QIDQ5265616FDOQ5265616
José C. Geromel, Alim P. C. Gonçalves, André Ricardo Fioravanti
Publication date: 28 July 2015
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: http://www.bv.fapesp.br/pt/publicacao/101457/optimal-h-2-and-h-infinity-mode-independent-filters-for-gene/
Recommendations
- Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
- \(\mathcal H_{\infty}\) filtering for 2D Markovian jump systems
- Optimal \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems
- ℋ2 and ℋ∞ Filtering for Continuous-Time Markov Jump Lur'e Systems with Sector Bound Optimization
- \(H_2\) optimal filtering for discrete-time linear stochastic systems with periodic coefficients and Markovian jumping
- ?? filtering for discrete-time linear systems with Markovian jumping parameters?
- Mixed 𝓗2/𝓗∞ filtering for Markov jump linear systems
- \(H_{\infty }\) filtering for a class of piecewise homogeneous Markovian jump nonlinear systems
- \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) filter design for polytopic continuous-time Markov jump linear systems with uncertain transition rates
- H ∞ filtering for Markovian jump linear systems
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cites Work
- Markov jump linear systems and filtering through network transmitted measurements
- Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
- A convex programming approach to H2 control of discrete-time markovian jump linear systems
- Robust linear filtering for discrete-time hybrid Markov linear systems
- ℋ2filtering of discrete-time Markov jump linear systems through linear matrix inequalities
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- Kalman Filtering With Intermittent Observations
- An H/sub /spl infin// approach to networked control
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
- Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
- Optimal linear filtering under parameter uncertainty
- ?? 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
- A bounded real lemma for jump systems
- H2 and $H_\infty$ Robust Filtering for Discrete-Time Linear Systems
- Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
- Estimation with lossy measurements: jump estimators for jump systems
- Dynamic Output Feedback Control of Discrete-Time Markov Jump Linear Systems through Linear Matrix Inequalities
- Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
Cited In (5)
- Mixed 𝓗2/𝓗∞ filtering for Markov jump linear systems
- H2-Filtering for discrete-time hidden Markov jump systems
- An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems
- Impulsive Markov jump linear systems: stability analysis and \(\mathbb{H}_2\) control
- Reduced-order energy-to-peak filtering for hidden Markov jump linear systems
This page was built for publication: Optimal and mode-independent filters for generalised Bernoulli jump systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265616)
