H ∞ filtering for discrete‐time Markov jump systems with unknown transition probabilities

DOI10.1002/acs.2396zbMath1330.93228OpenAlexW1895568611MaRDI QIDQ5743759

Shunyi Zhao, Peng Shi, Fei Liu, Xiaoli Luan

Publication date: 8 February 2016

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2396

zbMATH Keywords

unknown transition probabilitiesMarkov jump systemsH-infinite filtering

Mathematics Subject Classification ID

Related Items (6)

Fault detection of discrete-time delay Markovian jump systems with delay term modes partially available ⋮ Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon ⋮ and filter design for polytopic continuous‐time Markov jump linear systems with uncertain transition rates ⋮ Sliding Mode Control for Markovian Jump Systems with Generalized Switching ⋮ Observer-based sliding mode control for stochastic nonlinear Markovian jump systems ⋮ Mode-independentH_∞filtering for discrete-time Markov jump linear system with parametric uncertainties and quantized measurements

Cites Work

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• Robust kalman filtering for continuous time-lag systems with markovian jump parameters

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