Mode dependent H∞ filtering for semi-Markovian jump linear systems with sojourn time dependent transition rates

被引：12
作者：
Wang, Bao [1 ]
Zhu, Quanxin [2 ]
机构：
[1] Xuzhou Inst Technol, Sch Math & Phys, Xuzhou 221008, Jiangsu, Peoples R China
[2] Hunan Normal Univ, Sch Math & Stat, MOE LCSM, Changsha 410081, Hunan, Peoples R China
来源：
IET CONTROL THEORY AND APPLICATIONS | 2019年 / 13卷 / 18期
基金：
中国国家自然科学基金;
关键词：
Markov processes; stochastic systems; linear systems; stability; semiMarkovian jump linear systems; sojourn time dependent transition rates; mode dependent filter; filtering error system; stochastic stability; DIFFERENTIAL-EQUATIONS; STOCHASTIC STABILITY; DESIGN;
D O I：
10.1049/iet-cta.2019.0141
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this study, the H-infinity filtering problem for a class of semi-Markovian jump linear systems with sojourn time dependent transition rates are investigated. The mode dependent filter is obtained to guarantee the stochastic stability of the filtering error system with a prescribed H-infinity performance index. Two examples are presented to illustrate the effectiveness of the authors' results.
引用
收藏
页码：3019 / 3025
页数：7
相关论文
共 50 条
  • [21] Robust H a Filtering for Uncertain Nonlinear Stochastic Systems with Mode-dependent Time-delays and Markovian Jump Parameters
    Yan, Huaicheng
    Zhang, Hao
    Shi, Hongbo
    Meng, Max Q-H
    Cheng, Jiujun
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2011, 30 (02) : 303 - 321
  • [22] Robust stabilisation for non-linear time-delay semi-Markovian jump systems via sliding mode control
    Qi, Wenhai
    Park, Ju H.
    Cheng, Jun
    Kao, Yonggui
    IET CONTROL THEORY AND APPLICATIONS, 2017, 11 (10) : 1504 - 1513
  • [23] STABILITY ANALYSIS OF POSITIVE SEMI-MARKOVIAN JUMP LINEAR SYSTEMS WITH STATE RESETS
    Ogura, Masaki
    Martin, Clyde F.
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2014, 52 (03) : 1809 - 1831
  • [24] Robust H∞ filtering for uncertain Markovian jump systems with mode-dependent distributed delays
    Zhao, Huanyu
    Xu, Shengyuan
    Zou, Yun
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2010, 24 (01) : 83 - 94
  • [25] Sliding mode control for semi-Markovian jump systems via output feedback
    Wei, Yanling
    Park, Ju H.
    Qiu, Jianbin
    Wu, Ligang
    Jung, Ho Youl
    AUTOMATICA, 2017, 81 : 133 - 141
  • [26] H∞ Filtering for Discrete-time Markovian Jump Systems with Mode-dependent Singularly Perturbation Parameters and Partly Unknown Transition Probabilities
    Wang, Guoliang
    Gao, Xiangzhou
    PROCEEDINGS 2018 33RD YOUTH ACADEMIC ANNUAL CONFERENCE OF CHINESE ASSOCIATION OF AUTOMATION (YAC), 2018, : 631 - 636
  • [27] Mode-dependent quantised H∞ filtering for Markovian jump singular system
    Lu, Renquan
    Lou, Bin
    Xue, An-Ke
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2015, 46 (10) : 1817 - 1824
  • [28] Positive Observer Design for Positive Markovian Jump Systems with Mode-dependent Time-varying Delays and Incomplete Transition Rates
    Wang, Jiyang
    Qi, Wenhai
    Gao, Xianwen
    Kao, Yonggui
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2017, 15 (02) : 640 - 646
  • [29] Finite-time stability and stabilization of semi-Markovian jump systems with time delay
    Li, Zhicheng
    Li, Ming
    Xu, Yinliang
    Huang, Hong
    Misra, Satyajayant
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2018, 28 (06) : 2064 - 2081
  • [30] Delay-Dependent H∞ Filtering for Markovian Jump Time-Delay Systems: A Piecewise Analysis Method
    Liu, Jinliang
    Yao, Bingxue
    Gu, Zhou
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2011, 30 (06) : 1253 - 1273
12345