Design of probabilistic \(l_2\)-\(l_\infty\) filter for uncertain Markov jump systems with partial information of the transition probabilities

DOI10.3934/jimo.2021070OpenAlexW3153916543MaRDI QIDQ2086916

Yanyan Yin, Yanqing Liu, Liqiang Jin, Fei Liu, Kok Lay Teo

Publication date: 26 October 2022

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2021070

zbMATH Keywords

uncertaintieslinear matrix inequalities (LMIs)probability theorypartial information of the transition probabilitiesprobabilistic filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15)

Cites Work

• An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems
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• Observer-basedH_∞control on nonhomogeneous Markov jump systems with nonlinear input
• Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models
• Event‐triggered probabilistic robust control of linear systems with input constrains: By scenario optimization approach
• Passivity-Based Asynchronous Sliding Mode Control for Delayed Singular Markovian Jump Systems
• Passivity-Based Control for Hidden Markov Jump Systems With Singular Perturbations and Partially Unknown Probabilities
• The Scenario Approach to Robust Control Design

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