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
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