Robust linear filtering for discrete-time hybrid Markov linear systems

International Journal of Control

Volumn 75, Issue 10, 2002, Pages 712-727

  Costa, Oswaldo L V ^a   Guerra, S ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CLOSED LOOP CONTROL SYSTEMS; DISCRETE TIME CONTROL SYSTEMS; MARKOV PROCESSES; MATRIX ALGEBRA; PROBLEM SOLVING; RICCATI EQUATIONS; ROBUSTNESS (CONTROL SYSTEMS); SIGNAL FILTERING AND PREDICTION;

MARKOV LINEAR SYSTEMS;

LINEAR CONTROL SYSTEMS;

EID: 0037055123     PISSN: 00207179     EISSN: None     Source Type: Journal    
DOI: 10.1080/00207170210139502     Document Type: Article

References (18)

1. On the estate estimation in switching environments
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4. Linear minimum mean square error estimation for discrete-time markovian jump linear systems
5. Stability results for discrete-time linear systems with markovian jumping parameters
6. Stationary filter for linear minimum mean square error estimator of discrete-time markovian jump systems
7. Adaptive control of linear systems with Markov perturbations
8. Optimal linear filtering under parameter uncertainty
9. Linear recursive state estimators under uncertain observations
10. Optimal recursive estimation with uncertain observation
11. Adaptive estimation and identification for discrete systems with Markov jump parameters
12. Detection and estimation for abruptly changing systems
13. Optimal filtering of discrete-time hybrid systems
14. Hybrid filtering for linear systems with non-gaussian disturbances