Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters

IEEE Transactions on Automatic Control

Volumn 44, Issue 8, 1999, Pages 1592-1597

  Shi, Peng ^a   Boukas, El Kébir ^b   Agarwal, Ramesh K ^c  

^a UNIVERSITY OF SOUTH AUSTRALIA   (Australia)

^b ÉCOLE POLYTECHNIQUE DE MONTRÉAL   (Canada)

^c Wichita State University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; PARAMETER ESTIMATION; RICCATI EQUATIONS; STATE ESTIMATION; STOCHASTIC CONTROL SYSTEMS; SYSTEM STABILITY; TIME VARYING CONTROL SYSTEMS; UNCERTAIN SYSTEMS;

CONTINUOUS TIME UNCERTAIN SYSTEMS; ESTIMATION ERROR; MARKOVIAN JUMPING PARAMETERS; STOCHASTIC QUADRATIC STABILITY; UNCERTAINTIES;

KALMAN FILTERING;

EID: 0033311364     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.780431     Document Type: Article

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