Reduced-order H∞ filtering for linear systems with Markovian jump parameters

被引：48

作者：

Sun, FC ^{[1
]}

Liu, HP ^{[1
]}

He, KZ ^{[1
]}

Sun, ZQ ^{[1
]}

机构：

[1] Tsinghua Univ, Dept Comp Sci & Technol, State Key Lab Intelligent Technol & Syst, Beijing 100084, Peoples R China

来源：

SYSTEMS & CONTROL LETTERS | 2005年 / 54卷 / 08期

基金：

中国国家自然科学基金;

关键词：

jumping parameters; linear matrix inequalities (LMI); H-infinity filtering; reduced-order filter;

D O I：

10.1016/j.sysconle.2004.11.012

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 addresses the reduced-order H-infinity filtering problem for continuous-time Makovian jump linear systems, where the jump parameters are modelled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H-infinity filter are proposed in terms of linear matrix inequalities (LMIs) and a coupling non-convex matrix rank constraint. In particular, the sufficient conditions for the existence of the zero-order H-infinity filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach. (D (C) 2004 Elsevier B.V. All rights reserved.

引用

收藏

页码：739 / 746

页数：8

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