Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
نویسندگان
چکیده
منابع مشابه
Robust Kalman filter of discrete-time Markovian jump system with parameter and noise uncertainty
Robust Kalman filtering problems for discrete-time Markovian jump systems with parameter and noise uncertainty were investigated. Because of the existence of stochastic Markovian switching, the covariance matrices of system state noise and observation noise are time-varying or unmeasurable instead of stationary, meanwhile the system suffers from structure parameter uncertainty as well. By view ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2004
ISSN: 0377-0427
DOI: 10.1016/j.cam.2003.11.002