• DocumentCode
    3267258
  • Title

    ℋ∞ filtering for Markovian jump linear systems

  • Author

    de Souza, Carlos E. ; Fragoso, Marcelo D.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Newcastle Univ., NSW, Australia
  • Volume
    4
  • fYear
    1996
  • fDate
    11-13 Dec 1996
  • Firstpage
    4814
  • Abstract
    The problem of ℋ∞ filtering for continuous-time linear systems with Markovian jumps is investigated. It is assumed that the jumping parameter is available. We propose a methodology for designing Markovian jump linear filters which ensure a prescribed bound on the L2-induced gain from the noise signals to the estimation error. The main result is tailored via linear matrix inequalities
  • Keywords
    Markov processes; continuous time systems; filtering theory; linear systems; matrix algebra; stochastic systems; ℋ∞ filtering; ℒ2-induced gain; Markovian jump linear filters; Markovian jump linear systems; continuous-time linear systems; estimation error; linear matrix inequalities; noise signals; Estimation error; Filtering; Linear matrix inequalities; Linear systems; Noise level; Nonlinear filters; Scientific computing; Signal design; Stochastic systems; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
  • Conference_Location
    Kobe
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-3590-2
  • Type

    conf

  • DOI
    10.1109/CDC.1996.577696
  • Filename
    577696
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3267258