An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems

DOI10.1016/j.automatica.2018.06.014zbMath1402.93248OpenAlexW2809250620MaRDI QIDQ1626933

Jonathan M. Palma, Pedro L. D. Peres, Cecília F. Morais, Ricardo C. L. F. Oliveira

Publication date: 21 November 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.06.014

zbMATH Keywords

linear matrix inequalitiesdiscrete-time systemsrobust filteringMarkov jump linear systems\(\mathcal{H}_2\)~and \(\mathcal{H}_\infty\)~normsBernoulli jump systems

Mathematics Subject Classification ID

Related Items (8)

Sufficient conditions for a class of matrix-valued polynomial inequalities on closed intervals and application to \(H_\infty\) filtering for linear systems with time-varying delays ⋮ Finite-time asynchronous \(H_\infty\) fault-tolerant control for nonlinear hidden Markov jump systems with actuator and sensor faults ⋮ Reduced-order energy-to-peak filtering for hidden Markov jump linear systems ⋮ A new integral inequality approach for extended dissipative filters design of singular Markovian jump systems with discrete and distributed delays ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ Design of probabilistic \(l_2\)-\(l_\infty\) filter for uncertain Markov jump systems with partial information of the transition probabilities ⋮ Mean stability for a class of discrete-time non-homogeneous positive Markov jump linear systems ⋮ Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems

Uses Software

• SeDuMi
• YALMIP
• ROLMIP

Cites Work

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