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• W3158768844 abstract "This paper studies the H∞ filtering problem of stochastic linear systems subject to Markovian jump and multiplicative noise. The transition probabilities are considered to be uncertain. A unified form of filters is constructed for both continuous-time and discrete-time stochastic systems. With the new decoupling technique for the coupling terms between Lyapunov matrices and filtering parameters, sufficient conditions of stochastic stability and H∞ performance of filtering error system are derived. Based on these conditions, the filter is designed with less coupling matrices and the filter gain matrices are obtained by calculating a set of linear matrix inequalities. Finally, three examples are presented to test the effectiveness of the obtained method." @default.
• W3158768844 created "2021-05-10" @default.
• W3158768844 creator A5013295106 @default.
• W3158768844 creator A5044358123 @default.
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• W3158768844 date "2021-05-01" @default.
• W3158768844 modified "2023-10-15" @default.
• W3158768844 title "H∞ Filtering for Markovian Jump Linear Systems with Uncertain Transition Probabilities" @default.
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• W3158768844 doi "https://doi.org/10.1007/s12555-020-0129-y" @default.
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