Delay-dependent \(\mathrm H_\infty\) filtering for discrete singular Markov jump systems with Wiener process and partly unknown transition probabilities
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Publication:1661973
DOI10.1016/j.jfranklin.2018.05.061zbMath1451.93398OpenAlexW2809006812MaRDI QIDQ1661973
Publication date: 17 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.2018.05.061
Wiener processstochastic stabilitydelay-dependent \(\mathrm H_\infty\) filteringdiscrete singular Markov jump systemsLyapunov-Krasovskii candidate function
Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Stochastic stability in control theory (93E15) Delay control/observation systems (93C43)
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