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
收藏
页码：4164 / 4169
页数：6
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