Guaranteed Performance Robust Kalman Filter for Continuous-Time Markovian Jump Nonlinear System with Uncertain Noise
Robust Kalman filtering design for continuous-time Markovian jump nonlinear systems with uncertain noise was investigated. Because of complexity of Markovian jump systems, the statistical characteristics of system noise and observation noise are time-varying or unmeasurable inste...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2008-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2008/583947 |