Robust ℋ∞filtering of Markovian jump stochastic systems with uncertain transition probabilities

DOI10.1080/00207720903513350zbMath1231.93114OpenAlexW2044633429WikidataQ57589771 ScholiaQ57589771MaRDI QIDQ3102819

Xiuming Yao, Li-Gang Wu, Chang-Hong Wang, Wei Xing Zheng

Publication date: 25 November 2011

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720903513350

zbMATH Keywords

stochastic systemstime-varying delayuncertain transition probabilityMarkovian jump systems\(\mathcal H_\infty \) filtering

Mathematics Subject Classification ID

Related Items (19)

Composite anti-disturbance control for Markovian jump nonlinear systems via disturbance observer ⋮ Reliable \(H_\infty\) control on saturated linear Markov jump system with uncertain transition rates and asynchronous jumped actuator failure ⋮ An anti-windup design to robust \(H_\infty\) control for singular Markovian jump systems with actuator saturation and general unknown transition rates ⋮ Robust \(H_{\infty}\) filtering for uncertain neutral stochastic systems with Markovian jumping parameters and time delay ⋮ Sampled-data stabilization of a class of stochastic nonlinear Markov switching system with indistinguishable modes based on the approximate discrete-time models ⋮ \(\mathcal{H}_\infty\) performance for neutral-type Markovian switching systems with general uncertain transition rates via sliding mode control method ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ \(H_\infty\) observer-based sliding mode control for uncertain stochastic systems with time-varying delays ⋮ \(\mathcal L_2-\mathcal L_\infty\) filtering for neutral Markovian switching system with mode-dependent time-varying delays and partially unknown transition probabilities ⋮ Finite-time \(H_\infty\) control for a class of Markovian jump systems with mode-dependent time-varying delay ⋮ \(H_\infty\) sliding mode control for uncertain neutral-type stochastic systems with Markovian jumping parameters ⋮ Nonfragile observer‐based H_∞ sliding mode control for Itô stochastic systems with Markovian switching ⋮ Robust delay-range-dependent non-fragile \(H_\infty\) filtering for uncertain neutral stochastic systems with Markovian switching and mode-dependent time delays ⋮ H_∞ filtering for discrete‐time Markov jump systems with unknown transition probabilities ⋮ Finite-timeH_∞control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity ⋮ H_∞filtering for piecewise homogeneous Markovian jump nonlinear systems ⋮ Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator ⋮ A sliding mode approach to \(H_\infty\) non-fragile observer-based control design for uncertain Markovian neutral-type stochastic systems ⋮ 50 Years of international journal of systems science: a review of the past and trends for the future

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