A numerical method for state estimation of continuous time Markov jump linear systems

53rd IEEE Conference on Decision and Control ◽

10.1109/cdc.2014.7040388 ◽

2014 ◽

Author(s):

Eduardo F. Costa ◽

Benoite de Saporta

Keyword(s):

State Estimation ◽

Numerical Method ◽

Linear Systems ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance

International Journal of Systems Science ◽

10.1080/00207720701597456 ◽

2008 ◽

Vol 39 (1) ◽

pp. 9-16 ◽

Cited By ~ 6

Author(s):

Xiaobo Xiao ◽

Hongsheng Xi ◽

Jin Zhu ◽

Haibo Ji

Keyword(s):

Kalman Filter ◽

State Estimation ◽

Linear Systems ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Estimation Performance ◽

Markov Jump Linear Systems ◽

Robust Kalman Filter

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

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074902 ◽

2009 ◽

Cited By ~ 2

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Continuous 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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On the controllability of continuous-time Markov jump linear systems

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.03706 ◽

2011 ◽

Vol 44 (1) ◽

pp. 9103-9108

Author(s):

Alfredo R.R. Narváez ◽

Eduardo F. Costa

Keyword(s):

Linear Systems ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Robust H2 control of continuous-time Markov jump linear systems

Automatica ◽

10.1016/j.automatica.2007.09.015 ◽

2008 ◽

Vol 44 (5) ◽

pp. 1431-1436 ◽

Cited By ~ 71

Author(s):

Jiuxiang Dong ◽

Guang-Hong Yang

Keyword(s):

Linear Systems ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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State estimation of discrete-time Markov jump linear systems in the environment of arbitrarily correlated Gaussian noises

2011 Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2011.5968585 ◽

2011 ◽

Author(s):

Wei Liu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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A novel suboptimal algorithm for state estimation of Markov jump linear systems

Journal of Control Theory and Applications ◽

10.1007/s11768-010-9228-2 ◽

2011 ◽

Vol 9 (2) ◽

pp. 148-154 ◽

Cited By ~ 1

Author(s):

Wei Liu ◽

Huaguang Zhang ◽

Jie Fu ◽

Zhanshan Wang

Keyword(s):

State Estimation ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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On the state-feedback robust control of continuous-time infinite Markov jump linear systems

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717739 ◽

2010 ◽

Cited By ~ 5

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Robust Control ◽

Linear Systems ◽

Continuous Time ◽

State Feedback ◽

The State ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Model predictive control for continuous-time Markov Jump Linear Systems

The 27th Chinese Control and Decision Conference (2015 CCDC) ◽

10.1109/ccdc.2015.7162262 ◽

2015 ◽

Author(s):

Gu Xinxin ◽

Wen Jiwei ◽

Peng Li

Keyword(s):

Model Predictive Control ◽

Linear Systems ◽

Predictive Control ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Positive L 1-filter design for continuous-time positive Markov jump linear systems: full-order and reduced-order

IET Control Theory and Applications ◽

10.1049/iet-cta.2018.5619 ◽

2019 ◽

Vol 13 (12) ◽

pp. 1855-1862 ◽

Cited By ~ 1

Author(s):

Ying Chen ◽

Yuming Bo ◽

Baozhu Du

Keyword(s):

Linear Systems ◽

Continuous Time ◽

Filter Design ◽

Markov Jump ◽

Jump Linear Systems ◽

Reduced Order ◽

Markov Jump Linear Systems

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