Robust H∞ filters for Markovian jump linear systems under sampled measurements

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:356

Article

Zhang, Hao¹  Yan, Huaicheng²  Liu, Junhao¹  Chen, Qijun¹ 

[1] Tongji Univ, Dept Control Sci & Engn, Shanghai 200092, Peoples R China

[2] Chinese Univ Hong Kong, Dept Elect Engn, Hong Kong, Hong Kong, Peoples R China

关键词: H-infinity filtering;    Markovian jump systems;    Mode-independent filter;    Robust filtering;    Sampled measurements;   

DOI  :  10.1016/j.jmaa.2009.03.027

来源: Elsevier

【 摘 要 】

In this paper, a new class of Markovian jump linear system model with polytopic parameter uncertainty, continuous disturbance and discrete disturbance is introduced. The transition rate matrix of the Markov process and the parameters of the system are either exactly known, or unknown but belong to a given polytope. The general criteria for the stochastic stability of this model and the method for designing a robust stable linear time-invariant H-infinity filter under sampled measurements are derived in terms of certain linear matrix inequalities (LMIs). Finally, a numerical example is given to show that the method is effective and feasible. (C) 2009 Elsevier Inc. All rights reserved.

【 授权许可】

Free