Robust finite-time estimation of Markovian jumping systems with bounded transition probabilities

DOI10.1016/j.amc.2013.07.032zbMath1329.93142OpenAlexW2016496440MaRDI QIDQ907427

Fei Liu, Shuping He

Publication date: 25 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.07.032

zbMATH Keywords

linear matrix inequalities (LMIs)finite-time bounded\(H_{\infty}\) filterbounded transition probabilitiesMarkovian jumping systems (MJSs)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) (H^infty)-control (93B36) Continuous-time Markov processes on discrete state spaces (60J27)

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