Robust linear filtering for discrete-time hybrid Markov linear systems

DOI10.1080/00207170210139502zbMath1018.93028OpenAlexW1987110732MaRDI QIDQ3151604

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Publication date: 16 October 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170210139502

zbMATH Keywords

linear matrix inequalityRiccati equationsergodic Markov chainrobust filteringstable filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

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