Robust Estimation for Discrete-Time Markovian Jump Linear Systems

DOI10.1109/TAC.2013.2246475MaRDI QIDQ5353304zbMATH OpenOpenAlexFDO

Authors Marco H. Terra, Gildson Jesus, João Paulo Cerri, João Y. Ishihara

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2013.2246475

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Filtering in stochastic control theory (93E11)

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Cited in

(11)

• Dissipative control for nonlinear Markovian jump systems with actuator failures and mixed time-delays
• Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
• Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
• Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties
• State estimation for Markovian jump linear systems with bounded disturbances
• Mode-independent H_ filtering for discrete-time Markov jump linear system with parametric uncertainties and quantized measurements
• Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach
• Robust estimation for discrete‐time state space models
• Consensus-based robust least-squares filter for multi-sensor systems
• Linear minimum mean-square estimation for discrete-time measurement-delay systems with multiplicative noise and Markov jump
• Generalised proportional-integral-derivative filter

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