Mixed 2/ ∞ filtering for Markov jump linear systems

We study in this work the mixed -filtering problem for Markov jump linear systems in a partial observation context. Rather than the Markov chain , we consider that only an estimation coming from a detector is available to the filter. We present a sufficient condition for the synthesis of a filter de...

Full description

Saved in:
Bibliographic Details
Published in:International journal of systems science 2018-11, Vol.49 (15), p.3023-3036
Main Authors: de Oliveira, A. M., Costa, O. L. V.
Format: Article
Language:English
Subjects:
Filtration
hidden Markov models
Linear matrix inequalities
Linear systems
Markov chains
Mathematical analysis
Matrix methods
Optimal filtering
Robustness (mathematics)
Scalars
switched systems
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We study in this work the mixed -filtering problem for Markov jump linear systems in a partial observation context. Rather than the Markov chain , we consider that only an estimation coming from a detector is available to the filter. We present a sufficient condition for the synthesis of a filter depending only on such that the estimation errors for the and filtering problems are bounded by given scalars. The robust mixed 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.
ISSN:0020-7721
1464-5319
DOI:10.1080/00207721.2018.1531321