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

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