H∞ estimates for discrete-time Markovian jump linear systems

被引：0

作者：

Jesus, Gildson ^{[1
]}

Terra, Marco H. ^{[1
]}

Ishihara, Joao Y. ^{[2
]}

机构：

[1] Univ Sao Paulo, Dept Elect Engn, CP 359, BR-13566590 Sao Carlos, SP, Brazil

[2] Univ Brasilia, Dept Elect Engn, BR-70919970 Brasilia, DF, Brazil

来源：

2010 AMERICAN CONTROL CONFERENCE | 2010年

关键词：

H-infinity filtering; discrete-time; Markovian jump; robust filtering; FILTER;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper deals with the problem of H-infinity filtering for discrete-time Markovian jump linear systems. Predicted and filtered recursive estimates are obtained based on the game theory. In this paper, it is assumed that the jump parameter is not accessible. A numerical example is provided in order to show the effectiveness of the approach proposed.

引用

页码：4164 / 4169

页数：6

共 50 条

[1] H∞ Estimates for Discrete-Time Markovian Jump Linear Systems
Terra, Marco H.
Jesus, Gildson
Ishihara, Joao Y.
[J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 2013
[2] Discrete-time Markovian jump linear systems
Szajowski, K
de Koning, WL
[J]. CONTROL AND CYBERNETICS, 1998, 27 (01): : 63 - 80
[3] Receding horizon H∞ control for discrete-time Markovian jump linear systems
Wen, Jiwei
Liu, Fei
[J]. JOURNAL OF SYSTEMS ENGINEERING AND ELECTRONICS, 2011, 22 (02) : 292 - 299
[4] Receding horizon H∞ control for discrete-time Markovian jump linear systems
Jiwei Wen and Fei Liu Key Laboratory of Advanced Process Control for Light Industry
[J]. Journal of Systems Engineering and Electronics, 2011, 22 (02) : 292 - 299
[5] On Noncausal H∞ Tracking Control for Linear Discrete-Time Markovian Jump Systems
Nakura, Gou
[J]. 2010 IEEE INTERNATIONAL CONFERENCE ON CONTROL APPLICATIONS, 2010, : 1981 - 1986
[6] Robust estimate for discrete-time Markovian jump linear systems
Terra, Marco H.
Ishihara, Joao Y.
Jesus, Gildson
[J]. PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009), 2009, : 1305 - 1309
[7] Robust Estimation for Discrete-Time Markovian Jump Linear Systems
Terra, Marco H.
Ishihara, Joao Y.
Jesus, Gildson
Cerri, Joao P.
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2013, 58 (08) : 2065 - 2071
[8] SLQC for Discrete-Time Markovian Jump Stochastic Linear Systems
Sun Huiying
Zhang Xuelei
Feng Chunyu
[J]. PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE, 2012, : 2326 - 2330
[9] Mixed H2/H∞-control of discrete-time Markovian jump linear systems
Costa, OLV
Marques, RP
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1998, 43 (01) : 95 - 100
[10] Robust H2-control for discrete-time Markovian jump linear systems
Costa, OLV
Marques, RP
[J]. PROCEEDINGS OF THE 1998 AMERICAN CONTROL CONFERENCE, VOLS 1-6, 1998, : 746 - 750

← 1 2 3 4 5 →