ℋ ∞ Estimates for Discrete-Time Markovian Jump Linear Systems
Joint Authors
Terra, Marco H.
Jesus, Gildson
Ishihara, João Y.
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-07-22
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
This paper deals with the problem of ℋ∞ filtering for discrete-time Markovian jump linear systems.
Predicted and filtered estimates are obtained based on the game theory.
Both filters are solved through recursive algorithms.
The Markovian system considered assumes that the jump parameters are not accessible.
Necessary and sufficient conditions are provided to the existence of the filters.
A numerical example is provided in order to show the effectiveness of the approach proposed.
American Psychological Association (APA)
Terra, Marco H.& Jesus, Gildson& Ishihara, João Y.. 2013. ℋ ∞ Estimates for Discrete-Time Markovian Jump Linear Systems. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1011253
Modern Language Association (MLA)
Terra, Marco H.…[et al.]. ℋ ∞ Estimates for Discrete-Time Markovian Jump Linear Systems. Mathematical Problems in Engineering No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-1011253
American Medical Association (AMA)
Terra, Marco H.& Jesus, Gildson& Ishihara, João Y.. ℋ ∞ Estimates for Discrete-Time Markovian Jump Linear Systems. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1011253
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1011253