DocumentCode :
3278522
Title :
H221E; estimates for discrete-time Markovian jump linear systems
Author :
Jesus, G. ; Terra, M.H. ; Ishihara, J.Y.
Author_Institution :
Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, Sao Carlos, Brazil
fYear :
2010
fDate :
June 30 2010-July 2 2010
Firstpage :
4164
Lastpage :
4169
Abstract :
This paper deals with the problem of H221E; filtering for discrete-time Markovian jump linear systems. Predicted and filtered recursive estimates are obtained based on the game theory. In this paper, it is assumed that the jump parameter is not accessible. A numerical example is provided in order to show the effectiveness of the approach proposed.
Keywords :
Markov processes; discrete time systems; game theory; recursive estimation; H filtering; discrete time Markovian jump linear system; game theory; recursive estimates; Control systems; Costs; Filtering theory; Game theory; Linear systems; Nonlinear filters; Recursive estimation; Riccati equations; Robustness; State estimation; H221E; filtering; Markovian jump; discrete-time; robust filtering;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
ISSN :
0743-1619
Print_ISBN :
978-1-4244-7426-4
Type :
conf
DOI :
10.1109/ACC.2010.5530605
Filename :
5530605
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=3278522
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