Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise

DOI10.1155/2008/583947zbMath1162.93404OpenAlexW2110170402WikidataQ58646215 ScholiaQ58646215MaRDI QIDQ1023223

Junhong Park, Maksym Spiryagin, Jin Zhu, Kwan-Soo Lee

Publication date: 11 June 2009

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/55490

zbMATH Keywords

robust estimationMarkovian jump nonlinear systemsrobust Kalman filtering design

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25)

Related Items (1)

A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise

Cites Work

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• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Stochastic stability properties of jump linear systems
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
• The filtering problem for continuous-time linear systems with Markovian switching coefficients

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