H∞ estimates for discrete-time Markovian jump linear systems
نویسندگان
چکیده
This paper deals with the problem of H∞ 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.
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