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 th...Show MoreMetadata
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.
Published in: Proceedings of the 2010 American Control Conference
Date of Conference: 30 June 2010 - 02 July 2010
Date Added to IEEE Xplore: 29 July 2010
ISBN Information: