H∞ Filtering for Markovian Jump Linear Systems with Uncertain Transition Probabilities
Xikui Liu, Jijing Zhuang, Yan Li
Topics & Concepts
MathematicsLyapunov functionFiltering problemControl theory (sociology)Filter (signal processing)Multiplicative noiseMultiplicative functionLinear systemDecoupling (probability)Stochastic matrixMarkov processApplied mathematicsFilter designMarkov chainComputer scienceNonlinear systemArtificial intelligenceMathematical analysisStatisticsEngineeringQuantum mechanicsControl (management)Signal transfer functionPhysicsAnalog signalControl engineeringComputer visionComputer hardwareDigital signal processingStability and Control of Uncertain SystemsFault Detection and Control SystemsControl Systems and Identification