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• W2896200386 abstract "We study in this work the mixed H2/H∞-filtering problem for Markov jump linear systems in a partial observation context. Rather than the Markov chain θ(k), we consider that only an estimation θˆ(k) coming from a detector is available to the filter. We present a sufficient condition for the synthesis of a filter depending only on θˆ(k) such that the estimation errors for the H2 and H∞ filtering problems are bounded by given scalars. The robust mixed H2/H∞ filtering considering that the transition and detection probabilities are uncertain, as well as the complete observation, cluster and mode-independent cases, are also studied. The results are given in terms of linear matrix inequalities and are illustrated by a numerical example." @default.
• W2896200386 created "2018-10-26" @default.
• W2896200386 creator A5072909119 @default.
• W2896200386 creator A5075154234 @default.
• W2896200386 date "2018-10-10" @default.
• W2896200386 modified "2023-09-25" @default.
• W2896200386 title "Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems" @default.
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• W2896200386 doi "https://doi.org/10.1080/00207721.2018.1531321" @default.
• W2896200386 hasPublicationYear "2018" @default.
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