Robust filtering for discrete-time Markovian jump delay systems

被引：111

作者：

Wang, ZD ^{[1
]}

Lam, J

Liu, XH

机构：

[1] Brunel Univ, Dept Informat Syst & Comp, Uxbridge UB8 3PH, Middx, England

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

来源：

IEEE SIGNAL PROCESSING LETTERS | 2004年 / 11卷 / 08期

基金：

英国工程与自然科学研究理事会;

关键词：

algebraic matrix inequalities; Markovian jump systems; robust filtering; time delay; uncertain systems;

D O I：

10.1109/LSP.2004.831729

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this letter, we study the robust filtering problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties, time-delay in the state, and Markovian jump parameters in all system matrices. A filter is designed to guarantee that the dynamics of the estimation error is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. It is shown that the problem addressed can be solved in terms of the solutions to a set of coupled matrix Riccati-like inequalities.

引用

页码：659 / 662

页数：4

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