?? filtering for discrete-time linear systems with Markovian jumping parameters?-Reference-Cited by-同舟云学术

?? filtering for discrete-time linear systems with Markovian jumping parameters?

Published:2003 Issue:14 Volume:13 Page:1299-1316
ISSN:1049-8923
Container-title:International Journal of Robust and Nonlinear Control
language:en
Short-container-title:Int. J. Robust Nonlinear Control

Author:

de Souza Carlos E.,Fragoso Marcelo D.

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Mechanical Engineering,Aerospace Engineering,Biomedical Engineering,General Chemical Engineering,Control and Systems Engineering

Reference37 articles.

1. Robust ?? Filtering. In Advances in Control and Dynamic Systems: Digital Signal Processing Techniques and Applications, (ed.). Academic Press: New York, 1994; 323-377.

2. ?? design of optimal linear filters. In Linear Circuits, Systems and Signal Processing: Theory and Applications, (eds). North-Holland: Amsterdam, The Netherlands, 1988; 533-540.

3. Filtering and smoothing in an H/sup infinity / setting

4. ??-optimal estimation: a tutorial. Proceedings of the 31st IEEE Conference on Decision Control Tucson, TX, December 1992; 2278-2286.

5. A game theory approach to robust discrete-time H/sub ∞/-estimation

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