An Iterative LMI-Based Approach for Reduced-Order H ∞ Filtering of Discrete-Time Hidden Markov Jump Linear Systems
Abstract
This letter addresses the reduced-orderH∞filtering problem for discrete-time Markov jump linear systems where the jump parameter cannot be directly measured and only detector-based estimates are available to the filter. Necessary and sufficient synthesis conditions are established in terms of bilinear matrix inequalities, for which a sufficient suboptimal solution is obtained via an iterative approach based on linear matrix inequality. A numerical example illustrates the effectiveness of the method and highlights performance improvements over existing results.
Fields of Study & Subjects
Stability and Control of Uncertain Systems
Target Tracking and Data Fusion in Sensor Networks
Advanced Adaptive Filtering Techniques
Publication details
- Journal / source
- IEEE Control Systems Letters
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Volume
- 10
- Pages
- 31–36
- Publication date
- 1 January 2026