Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities

Alim P. C. Gonçalves; André R. Fioravanti; José C. Geromel

doi:10.1002/rnc.1610

Filtering of discrete-time Markov jump linear systems with uncertain transition probabilities

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.1610 ◽

2011 ◽

Vol 21 (6) ◽

pp. 613-624 ◽

Cited By ~ 53

Author(s):

Alim P. C. Gonçalves ◽

André R. Fioravanti ◽

José C. Geromel

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Transition Probabilities ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

2008 47th IEEE Conference on Decision and Control ◽

10.1109/cdc.2008.4738878 ◽

2008 ◽

Cited By ~ 7

Author(s):

Lixian Zhang ◽

El-kebir Boukas ◽

Luc Baron

Keyword(s):

Fault Detection ◽

Linear Systems ◽

Discrete Time ◽

Transition Probabilities ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

International Journal of Control ◽

10.1080/00207179.2010.481023 ◽

2010 ◽

Vol 83 (8) ◽

pp. 1564-1572 ◽

Cited By ~ 88

Author(s):

Lixian Zhang ◽

El-Kébir Boukas ◽

Luc Baron ◽

Hamid Reza Karimi

Keyword(s):

Fault Detection ◽

Linear Systems ◽

Discrete Time ◽

Transition Probabilities ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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H2 filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities

Optimal Control Applications and Methods ◽

10.1002/oca.998 ◽

2011 ◽

Vol 33 (3) ◽

pp. 318-337 ◽

Cited By ~ 12

Author(s):

Mouquan Shen ◽

Guang-Hong Yang

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Filter Design ◽

Transition Probabilities ◽

Markov Jump ◽

Jump Linear Systems ◽

Partly Unknown Transition Probabilities ◽

Markov Jump Linear Systems

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H ∞ model reduction for discrete-time Markov jump linear systems with partially known transition probabilities

International Journal of Control ◽

10.1080/00207170802098899 ◽

2009 ◽

Vol 82 (2) ◽

pp. 343-351 ◽

Cited By ~ 42

Author(s):

Lixian Zhang ◽

El-Kébir Boukas ◽

Peng Shi

Keyword(s):

Model Reduction ◽

Linear Systems ◽

Discrete Time ◽

Transition Probabilities ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Robust stability and stabilization of discrete-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074904 ◽

2009 ◽

Cited By ~ 1

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

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State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

Digital Signal Processing ◽

10.1016/j.dsp.2014.04.002 ◽

2014 ◽

Vol 30 ◽

pp. 27-36 ◽

Cited By ~ 8

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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Continuous and discrete time filters for Markov jump linear systems with Gaussian observations

Proceedings of 8th Workshop on Statistical Signal and Array Processing ◽

10.1109/ssap.1996.534901 ◽

2002 ◽

Cited By ~ 2

Author(s):

V. Krishnamurthy ◽

J. Evans

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems

IEEE Access ◽

10.1109/access.2020.2985341 ◽

2020 ◽

Vol 8 ◽

pp. 62969-62979 ◽

Cited By ~ 1

Author(s):

Yeison A. Zabala ◽

Oswaldo L. V. Costa

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Hidden Markov ◽

Constrained Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Static Output

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ℋ2 control of discrete-time Markov jump linear systems with uncertain transition probability matrix: improved linear matrix inequality relaxations and multi-simplex modelling

IET Control Theory and Applications ◽

10.1049/iet-cta.2012.1015 ◽

2013 ◽

Vol 7 (12) ◽

pp. 1665-1674 ◽

Cited By ~ 27

Author(s):

Cecília F. Morais ◽

Pedro L.D. Peres ◽

Márcio F. Braga ◽

Ricardo C.L.F. Oliveira

Keyword(s):

Linear Matrix Inequality ◽

Linear Systems ◽

Discrete Time ◽

Transition Probability ◽

Transition Probability Matrix ◽

Linear Matrix ◽

Matrix Inequality ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Balanced Truncation for Discrete Time Markov Jump Linear Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2010.2060241 ◽

2010 ◽

Vol 55 (11) ◽

pp. 2606-2611 ◽

Cited By ~ 20

Author(s):

Georgios Kotsalis ◽

Anders Rantzer

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Balanced Truncation ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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