Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance

DOI10.1080/00207720701597456zbMath1138.93057OpenAlexW2140842606MaRDI QIDQ5451164

Xiaobo Xiao, Jin Zhu, Hai-Bo Ji, Hong-Sheng Xi

Publication date: 18 March 2008

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

Full work available at URL: https://doi.org/10.1080/00207720701597456

zbMATH Keywords

perturbation boundMarkov jump systemsuncertain noiseguaranteed performance estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (4)

Robust output feedbackH_∞control for networked control systems based on the occurrence probabilities of time delays ⋮ New results onH_∞filter design for nonlinear systems with time-delay through a T-S fuzzy model approach ⋮ Robust stability of uncertain Markovian jump discrete-time recurrent neural networks with time delays ⋮ Robust distributed state estimation for sensor networks with multiple stochastic communication delays

Cites Work

• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Stability of stochastic differential equations with Markovian switching
• Nonlinear \({\mathcal H}_\infty\) filtering of sampled-data systems
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• Robust kalman filtering for continuous time-lag systems with markovian jump parameters

This page was built for publication: Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance