Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty

Magdi S. Mahmoud; Peng Shi; Abdulla Ismail

doi:10.1016/j.cam.2003.11.002

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Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty

Magdi S. Mahmoud Peng Shi Abdulla Ismail

Year: 2004 Journal: Journal of Computational and Applied Mathematics Vol: 169 (1)Pages: 53-69 Publisher: Elsevier BV

DOI: 10.1016/j.cam.2003.11.002

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Keywords:

Mathematics Kalman filter Covariance Discrete time and continuous time Applied mathematics Riccati equation Estimator Control theory (sociology) Linear system Algebraic Riccati equation Quadratic equation Jump process Jump Mathematical analysis Differential equation Statistics Computer science

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Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Stability and Control of Uncertain Systems

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Control Systems Optimization

Physical Sciences → Engineering → Control and Systems Engineering

Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty

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