Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities

International Journal of Robust and Nonlinear Control

Volumn 21, Issue 6, 2011, Pages 613-624

  Gona̧alves, Alim P C ^a   Fioravanti, André R ^b   Geromel, José C ^a  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b INRIA   (France)

Author keywords

discrete time Markov jump linear systems; linear matrix inequalities; probability transition uncertainty; robust filtering

Indexed keywords

CONVEX POLYTOPES; DESIGN PROBLEMS; DISCRETE-TIME; INTERNAL MODELS; LINEAR MATRIX; MARKOV JUMP LINEAR SYSTEMS; NUMERICAL EXAMPLE; PARAMETER UNCERTAINTY; PROBABILITY TRANSITION UNCERTAINTY; ROBUST FILTERING; TRANSITION PROBABILITIES; TRANSITION PROBABILITY MATRIX;

LINEAR SYSTEMS; OBSERVABILITY; PROBABILITY; UNCERTAIN SYSTEMS;

LINEAR MATRIX INEQUALITIES;

EID: 79952235379     PISSN: 10498923     EISSN: 10991239     Source Type: Journal    
DOI: 10.1002/rnc.1610     Document Type: Article

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