Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities

DOI10.1016/j.jfranklin.2015.09.002zbMath1395.93545OpenAlexW1832587202MaRDI QIDQ1660752

Dan Ye, Mouquan Shen, Juhyun Park

Publication date: 16 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.09.002

zbMATH Keywords

\(\mathcal H_\infty\) filteringeneral uncertain transition probabilitiesMarkov jump nonlinear systems

Mathematics Subject Classification ID

Related Items (10)

Reliable \(H_\infty\) control on saturated linear Markov jump system with uncertain transition rates and asynchronous jumped actuator failure ⋮ Finite-time mixed H_∞ and passive filtering for Takagi–Sugeno fuzzy nonhomogeneous Markovian jump systems ⋮ Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises ⋮ Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements ⋮ Fault estimation for a class of nonlinear Markov jump systems with general uncertain transition rates ⋮ Quantized peak-to-peak filtering for continuous-time nonhomogeneous Markov jump systems with structured uncertainty ⋮ Sliding mode control of Markovian jump systems with incomplete information on time-varying delays and transition rates ⋮ Robust \(\mathcal H_\infty\) filtering of discrete-time nonhomogeneous Markovian jump systems with dual-layer operation modes ⋮ Generalized relaxation techniques for robust \(\mathcal{H}_\infty\) filtering of nonhomogeneous Markovian jump systems ⋮ Simultaneous fault detection and control for continuous-time Markovian jump systems with partially unknown transition probabilities

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