Optimal and mode-independent filters for generalised Bernoulli jump systems
From MaRDI portal
Publication:5265616
DOI10.1080/00207721.2013.784373zbMath1316.93114OpenAlexW2091404992MaRDI QIDQ5265616
José C. Geromel, Alim P. C. Gonçalves, André Ricardo Fioravanti
Publication date: 28 July 2015
Published in: International Journal of Systems Science (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/
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Related Items
An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems, Reduced-order energy-to-peak filtering for hidden Markov jump linear systems, H2-Filtering for discrete-time hidden Markov jump systems, Impulsive Markov jump linear systems: stability analysis and \(\mathbb{H}_2\) control, Mixed 𝓗2/𝓗∞ filtering for Markov jump linear systems
Cites Work
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
- Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
- Markov jump linear systems and filtering through network transmitted measurements
- Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
- Optimal linear filtering under parameter uncertainty
- 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
- Dynamic Output Feedback Control of Discrete-Time Markov Jump Linear Systems through Linear Matrix Inequalities
- Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
- ?? filtering for discrete-time linear systems with Markovian jumping parameters?
- H2 and $H_\infty$ Robust Filtering for Discrete-Time Linear Systems
- ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
- Estimation with lossy measurements: jump estimators for jump systems
- A bounded real lemma for jump systems
- 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
