Robust Kalman filtering for continuous-time Markovian jump uncertain systems

1999 ◽  
Keyword(s):  
Kalman Filtering ◽  
Continuous Time ◽  
Uncertain Systems ◽  
Markovian Jump

scholarly journals H2Control for the Continuous-Time Markovian Jump Linear Uncertain Systems with Partly Known Transition Rates and Input Quantization

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Xin-Gang Zhao ◽  
Dan Ye ◽  
Jian-Da Han
Keyword(s):  
Continuous Time ◽  
Uncertain Systems ◽  
Sufficient Conditions ◽  
State Feedback Control ◽  
Linear Matrix ◽  
Transition Rates ◽  
Markovian Jump ◽  
Cost Index ◽  
Input Quantization ◽  
Partly Known Transition Rates

For a class of continuous-time Markovian jump linear uncertain systems with partly known transition rates and input quantization, theH2state-feedback control design is considered. The elements in the transition rates matrix include completely known, boundary known, and completely unknown ones. First, anH2cost index for Markovian jump linear uncertain systems is introduced; then by introducing a new matrix inequality condition, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs) for theH2control of the Markovian jump linear uncertain systems. Less conservativeness is achieved than the result obtained with the existing technique. Finally, a numerical example is given to verify the validity of the theoretical results.

scholarly journals Kalman Filtering for Discrete Time Uncertain Systems

10.5772/15411 ◽  
2011 ◽  
Author(s):  
Rodrigo Souto ◽  
Joao Ishihara ◽  
Geovany Borges
Keyword(s):  
Discrete Time ◽  
Kalman Filtering ◽  
Uncertain Systems
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