Robust \(H_\infty \) filters for Markovian jump linear systems under sampled measurements

DOI10.1016/j.jmaa.2009.03.027zbMath1162.93041OpenAlexW1979906447MaRDI QIDQ1023036

Hao Zhang, Huaicheng Yan, Qijun Chen, Jun-Hao Liu

Publication date: 10 June 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.03.027

zbMATH Keywords

sampled measurementsrobust filteringMarkovian jump systems\(H_{\infty }\) filteringmode-independent filter

Mathematics Subject Classification ID

Related Items (4)

Delay-dependent \(H _{\infty }\) filtering for Markovian jump time-delay systems: a piecewise analysis method ⋮ \(L_{2} - L_{\infty }\) filtering for Markovian jump systems with time-varying delays and partly unknown transition probabilities ⋮ State estimation for time-delay systems with Markov jump parameters and missing measurements ⋮ Reliable dissipative control for uncertain time-delayed stochastic systems with Markovian jump switching and multiplicative noise

Cites Work

• Robust \(H_{2}\) and \(H_{\infty }\) filtering for uncertain linear systems
• Robust sampled-data control for Markovian jump linear systems
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• Improved robust \(H_{2}\) and \(H_{\infty}\) filtering for uncertain discrete-time systems
• Robust \(H_{\infty }\) filtering for discrete nonlinear stochastic systems with time-varying delay
• Sampled-data \(H_{\infty }\) control and filtering: Nonuniform uncertain sampling
• Delay-range-dependent robust \(H^\infty \) filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters
• Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering
• Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
• New approaches to robust minimum variance filter design
• Robust H-infinity filtering on uncertain systems under sampled measurements
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