\(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions

DOI10.1016/j.automatica.2016.01.016zbMath1335.93126OpenAlexW2298802167MaRDI QIDQ259464

James Lam, Junlin Xiong, Xianwei Li, Huijun Gao

Publication date: 11 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.01.016

zbMATH Keywords

linear matrix inequality\(H_\infty\) filtering\(H_2\) filteringMarkovian jump linear systemuncertain transition probability

Mathematics Subject Classification ID

Related Items (35)

Fusion estimation for stochastic uncertain systems with time-correlated rician fading channels ⋮ An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems ⋮ Robust feedback control of the underactuated inertia wheel inverted pendulum under parametric uncertainties and subject to external disturbances: LMI formulation ⋮ Stability and stabilization of a class of stochastic switching systems with lower bound of sojourn time ⋮ \(H_2/H_\infty\) filtering for networked systems with data transmission time-varying delay, data packet dropout and sequence disorder ⋮ Switching design for suboptimal guaranteed cost control of 2-D nonlinear switched systems in the Roesser model ⋮ Sliding mode control for semi-Markovian jump systems via output feedback ⋮ Asynchronous output feedback control of time-varying Markovian jump systems within a finite-time interval ⋮ State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise ⋮ An optimal fault detection approach for piecewise affine systems via diagnostic observers ⋮ Asynchronous control of 2-D Markov jump systems subject to general probabilities information ⋮ A novel unbiased \(\mathcal{H}_\infty\) filter design for 2-D Markov jump systems in the Roesser model with general transition probabilities ⋮ An improved exponential stability criterion and distributed H_∞ filter design for spatially interconnected discrete-time systems with time-varying delay ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach ⋮ \(H_\infty\) control of Markovian jump linear singularly perturbed systems ⋮ \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer ⋮ Necessary and sufficient criteria for asynchronous stabilization of Markovian jump systems ⋮ Quantized peak-to-peak filtering for continuous-time nonhomogeneous Markov jump systems with structured uncertainty ⋮ Variance-constrained \(H_\infty\) state estimation for time-varying multi-rate systems with redundant channels: the finite-horizon case ⋮ Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs ⋮ Finite-horizon filtering for a class of nonlinear time-delayed systems with an energy harvesting sensor ⋮ Robust H_∞ filtering for 2D continuous systems with finite frequency specifications ⋮ Security control for Markov jump system with adversarial attacks and unknown transition rates via adaptive sliding mode technique ⋮ Robust stabilization of non-stationary Markov jump 2-d systems with multiplicative noises ⋮ Maximum correntropy Kalman filter ⋮ Stability and stabilization of Markov jump systems with generally uncertain transition rates ⋮ Almost sure stability and stabilization of Markovian jump systems with alternative and continuous controller failures ⋮ Almost sure estimation and synthesis of ultimate bounds for discrete-time Markov jump linear systems ⋮ Dissipative control of interval type-2 nonhomogeneous Markovian jump fuzzy systems with incomplete transition descriptions ⋮ Fault reconstruction for Markovian jump systems with iterative adaptive observer ⋮ Controller design for discrete-time hybrid linear parameter-varying systems with semi-Markov mode switching ⋮ Optimal H∞ state feedback sampled-data control design for Markov jump linear systems ⋮ Input-output finite-time stabilization for MJSs with time-varying delay: an observer-based approach ⋮ Asynchronous control of discrete-time stochastic bilinear systems with Markovian switchings

Cites Work

• Unnamed Item
• Central suboptimal \(H_\infty\) filtering for nonlinear polynomial systems with multiplicative noise
• Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices
• Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
• Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach
• Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information
• Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
• Robust filtering for uncertain delay systems under sampled measurements
• A new discrete-time robust stability condition
• Improved results on \(H_\infty\) model reduction for Markovian jump systems with partly known transition probabilities
• Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
• On finite-time stochastic stability and stabilization of Markovian jump systems subject to partial information on transition probabilities
• \(H_\infty \) filtering for discrete-time systems with time-varying delay
• On robust stabilization of Markovian jump systems with uncertain switching probabilities
• Central suboptimalH_∞filter design for nonlinear polynomial systems
• Robust H₂Filtering for Discrete-Time Markovian Jump Linear Systems
• Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• ℋ₂filtering of discrete-time Markov jump linear systems through linear matrix inequalities
• Linear Matrix Inequalities in System and Control Theory
• ?? filtering for discrete-time linear systems with Markovian jumping parameters?
• Filtering on sampled-data systems with parametric uncertainty
• Output feedback control of Markov jump linear systems in continuous-time
• Robust ${{\cal H}}_{\infty}$ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case
• Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities
• Analysis and Synthesis of Markov Jump Linear Systems With Time-Varying Delays and Partially Known Transition Probabilities
• ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
• Stabilization of Markovian Systems via Probability Rate Synthesis and Output Feedback
• Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions
• Fault Detection for Markovian Jump Systems With Sensor Saturations and Randomly Varying Nonlinearities
• Discrete-time filtering for nonlinear polynomial systems over linear observations
• Discrete-time ℋ_∞control for nonlinear polynomial systems
• A bounded real lemma for jump systems
• Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
• Robust ℋ∞ constant gain feedback stabilization of stochastic systems
• and filter design for polytopic continuous‐time Markov jump linear systems with uncertain transition rates

This page was built for publication: \(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions