Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance
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Cites work
- Analysis of continuous-time Kalman filtering under incorrect noise covariances
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
- Minimax state estimation for linear stochastic systems with noise uncertainty
- Nonlinear \({\mathcal H}_\infty\) filtering of sampled-data systems
- Robust kalman filtering for continuous time-lag systems with markovian jump parameters
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- Stability of stochastic differential equations with Markovian switching
- The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise
Cited in
(13)- Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise
- Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties
- Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances
- On the performance of Kalman filter for Markov jump linear systems with mode mismatch
- Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
- Robust stability of uncertain Markovian jump discrete-time recurrent neural networks with time delays
- Robust distributed state estimation for sensor networks with multiple stochastic communication delays
- Robust tracking for Markov jump linear systems with uncertain noise based on guaranteed control performance
- Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
- Robust output feedback H_ control for networked control systems based on the occurrence probabilities of time delays
- New results on \(H_{\infty}\) filter design for nonlinear systems with time-delay through a T-S fuzzy model approach
- Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance
- Bounds on performance of nonstationary continuous-time filters under modelling uncertainty
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