Optimal guaranteed cost filtering for Markovian jump discrete-time systems
نویسندگان
چکیده
منابع مشابه
Optimal Guaranteed Cost Filtering for Markovian Jump Discrete-time Systems
This paper develops a result on the design of robust steady-state estimator for a class of uncertain discrete-time systems with Markovian jump parameters. This result extends the steady-state Kalman filter to the case of norm-bounded time-varying uncertainties in the state and measurement equations as well as jumping parameters. We derive a linear state estimator such that the estimation-error ...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2004
ISSN: 1024-123X,1563-5147
DOI: 10.1155/s1024123x04108016