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Robust ' filtering for uncertain Markovian jump linear systems. (English) Zbl 1020.93023
This paper considers the filtering problem for a class of uncertain Markovian jump linear systems. It is assumed that the uncertainty is norm-bounded and appears in all the matrices of the state-space model, including the coefficient matrices of the noise signal. A methodology for designing a Markovian jump linear filter is developed. This methodology ensures a prescribed bound on the 2 -induced gain from the noise signals to the estimation error, irrespective of the uncertainty.
MSC:
93E11Filtering in stochastic control
93C73Perturbations in control systems
60J75Jump processes
15A39Linear inequalities of matrices