From: Fault detection reduced-order filter design for discrete-time Markov jump system with deficient transition information
Transition rate matrix
J min
Time steps
Completely known (case 1)
2.0057
102
Polytopic uncertain (case 2)
2.5169
103
Partly known (case 3)
2.6306
105
Completely unknown (case 4)
3.3299
107