Partially mode-dependent H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

被引：79
作者：
Wang, Guoliang [1 ,2 ]
Zhang, Qingling [1 ,2 ]
Sreeram, Victor [3 ]
机构：
[1] Northeastern Univ, Inst Syst Sci, Shenyang 110004, Liaoning, Peoples R China
[2] Northeastern Univ, Minist Educ, Key Lab Integrated Automat Proc Ind, Shenyang 110004, Liaoning, Peoples R China
[3] Univ Western Australia, Dept Elect & Elect Engn, Crawley, WA 6009, Australia
来源：
SIGNAL PROCESSING | 2010年 / 90卷 / 02期
基金：
美国国家科学基金会;
关键词：
Markovian jump systems; Partially mode-dependent; Partly unknown transition probabilities; H-infinity filtering; LINEAR-SYSTEMS; UNCERTAIN SYSTEMS; DESIGN; STABILIZATION; STABILITY;
D O I：
10.1016/j.sigpro.2009.07.020
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：
This paper is concerned with the partially mode-dependent H-infinity filtering problem for discrete-time Markovian jump systems with partly unknown transition probabilities via different techniques, where the unknown elements are estimated. New version of bounded real lemma for discrete-time Markovian jump systems with partly unknown transition probabilities is presented. Based on the obtained criterion and via a stochastic variable satisfying Bernoulli random binary distribution, new H-infinity filter with partially mode-dependent characterization is established in terms of linear matrix inequalities (LMIs). Finally, numerical examples are given to show the effectiveness of the proposed design method. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.
引用
收藏
页码：548 / 556
页数：9
相关论文
共 27 条
[1]  
[Anonymous], 2022, SURG
[2]   Robust H∞ control of discrete-time Markovian jump linear systems with mode-dependent time-delays [J].
Boukas, EK ;
Liu, ZK .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 46 (12) :1918-1924
[3]   Mode-independent H∞ filters for Markovian jump linear systems [J].
de Souza, Carlos E. ;
Trofino, Alexandre ;
Barbosa, Karina A. .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (11) :1837-1841
[4]   Robust stability and stabilization of uncertain discrete-time Markovian jump linear systems [J].
de Souza, Carlos E. .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (05) :836-841
[5]   A delay-dependent approach to robust H∞ filtering for uncertain discrete-time state-delayed systems [J].
Gao, HJ ;
Wang, CH .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2004, 52 (06) :1631-1640
[6]   H∞ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities [J].
Goncalves, Alim P. C. ;
Fioravanti, Andre R. ;
Geromel, Jose C. .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2009, 54 (06) :1347-1351
[7]   Stability of Kalman filtering with Markovian packet losses [J].
Huang, Minyi ;
Dey, Subhrakanti .
AUTOMATICA, 2007, 43 (04) :598-607
[8]   Design of H∞ filter for Markov jumping linear systems with non-accessible mode information [J].
Liu, Huaping ;
Ho, Daniel W. C. ;
Sun, Fuchun .
AUTOMATICA, 2008, 44 (10) :2655-2660
[9]   Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty [J].
Mahmoud, MS ;
Shi, P ;
Ismail, A .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2004, 169 (01) :53-69
[10]   A bounded real lemma for jump systems [J].
Seiler, P ;
Sengupta, R .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (09) :1651-1654
123