Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process

This paper investigates the problem of robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process. The time-varying transition probabilities which evolve as a nonhomogeneous jump process are described by a polytope, and parameter-dependent and mode-dependent Ly...

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Bibliographic Details
Main Authors: Yin, Y., Peng, S., Fei, L., Teo, Kok Lay
Format: Journal Article
Published: Taylor & Francis Ltd. 2015
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/30032