H∞ filtering for discrete-time linear systems with Markovian jumping parameters

被引：45

作者：

de Souza, CE ^{[1
]}

Fragoso, MD ^{[1
]}

机构：

[1] MCT, LNCC, Dept Syst & Control, BR-25651070 Petropolis, RJ, Brazil

来源：

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 2003年 / 13卷 / 14期

关键词：

H-infinity filtering; Markovian jump linear systems; discrete-time systems; state estimation; linear matrix inequalities;

D O I：

10.1002/rnc.843

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper investigates the problem of H-infinity filtering for discrete-time linear systems with Markovian jumping parameters. It is assumed that the jumping parameter is available. This paper develops necessary and sufficient conditions for designing a discrete-time Markovian jump linear filter which ensures a prescribed bound on the l(2)-induced gain from the noise signals to the estimation error. The proposed filter design is given in terms of linear matrix inequalities. Copyright (C) 2003 John Wiley Sons,. Ltd.

引用

页码：1299 / 1316

页数：18

共 37 条

[1] FEEDBACK-CONTROL OF A CLASS OF LINEAR DISCRETE SYSTEMS WITH JUMP PARAMETERS AND QUADRATIC COST CRITERIA [J].

BLAIR, WP ;

SWORDER, DD .

INTERNATIONAL JOURNAL OF CONTROL, 1975, 21 (05) :833-841

[2]

Blom H.A.P., 1987, P 21 AS C SIGN SYST, P244

[3] THE INTERACTING MULTIPLE MODEL ALGORITHM FOR SYSTEMS WITH MARKOVIAN SWITCHING COEFFICIENTS [J].

BLOM, HAP ;

BARSHALOM, Y .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1988, 33 (08) :780-783

[4]

Bohacek S., 1999, Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251), P4024, DOI 10.1109/ACC.1999.786290

[5] On the observability and detectability of continuous-time Markov jump linear systems [J].

Costa, EF ;

Do Val, JBR .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2002, 41 (04) :1295-1314

[6] LINEAR MINIMUM MEAN-SQUARE ERROR ESTIMATION FOR DISCRETE-TIME MARKOVIAN JUMP LINEAR-SYSTEMS [J].

COSTA, OLV .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1994, 39 (08) :1685-1689

[7] Mixed H2/H∞-control of discrete-time Markovian jump linear systems [J].

Costa, OLV ;

Marques, RP .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1998, 43 (01) :95-100

[8] Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems [J].

Costa, OLV ;

Guerra, S .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2002, 47 (08) :1351-1356

[9] Robust linear filtering for discrete-time hybrid Markov linear systems [J].

Costa, OLV ;

Guerra, S .

INTERNATIONAL JOURNAL OF CONTROL, 2002, 75 (10) :712-727

[10] Full information H-infinity-control for discrete-time infinite Markov jump parameter systems [J].

Costa, OLV ;

doVal, JBR .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1996, 202 (02) :578-603

← 1 2 3 4 →