NDLI: H∞ filteing for discrete-time Markov jump linear systems

Content Provider	IEEE Xplore Digital Library
Author	Wei-Wei Che Wei Guan
Copyright Year	2010
Description	Author affiliation: Key Laboratory of Manufacturing Industrial Integrated Automation, Shenyang University, 110044, China (Wei-Wei Che) \|\| Department of Automation, Shenyang Institute of Aeronautical Engineering, 110136, China (Wei Guan)
Abstract	This paper investigates the problem of H∞ filtering for discrete-time Markov jump systems with partly unknown transition probabilities (TPs). The filter to be designed is assumed to be mode-dependent. Firstly, with the help of the Finsler's Lemma, two sets of slack variables with special structure are introduced to provide an improved mode-dependent H∞ filters design method with extra degrees of freedom. Then, with making use of the relationship of the known part of the TPs and the unknown part of the TPs sufficiently, a new simple design method is presented with less conservativeness. The resulting designs guarantee that the error system is stochastically stable with prescribed H∞ performance. A numerical example is given to illustrate the superiority and the effectiveness of the proposed filtering method.
Starting Page	350
Ending Page	355
File Size	184668
Page Count	6
File Format	PDF
ISBN	9781424451814
DOI	10.1109/CCDC.2010.5499050
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-05-26
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Linear systems Filtering Design methodology Laboratories H∞ filtering partly known transition probabilities Aerospace engineering Manufacturing industries Filters Stochastic systems Markov processes Markov jump systems Manufacturing automation
Content Type	Text
Resource Type	Article

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