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

International Journal of Systems Science

Volumn 39, Issue 1, 2008, Pages 9-16

  Xiao, Xiaobo ^a   Xi, Hongsheng ^a   Zhu, Jin ^a   Ji, Haibo ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Guaranteed performance estimation; Markov jump systems; Perturbation bound; Uncertain noise

Indexed keywords

COVARIANCE MATRIX; KALMAN FILTERS; MARKOV PROCESSES; PERTURBATION TECHNIQUES; STATE ESTIMATION; STATISTICAL METHODS;

GUARANTEED PERFORMANCE ESTIMATION; MARKOV JUMP SYSTEMS; PERTURBATION BOUNDS; UNCERTAIN NOISE;

LINEAR SYSTEMS;

EID: 36949029398     PISSN: 00207721     EISSN: 14645319     Source Type: Journal    
DOI: 10.1080/00207720701597456     Document Type: Article

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