H∞ Filteing for Discrete-Time Markov Jump Linear Systems

摘要：

This paper investigates the problem of H∞ filtering for discrete-time Markov jump systems with partly unknown transition probabilities (TPs). The filter to be designed is assumed to be mode-dependent. Firstly, with the help of the Finsler’s Lemma, two sets of slack variables with special structure are introduced to provide an improved mode-dependent H∞ filters design method with extra degrees of freedom. Then, with making use of the relationship of the known part of the TPs and the unknown part of the TPs sufficiently, a new simple design method is presented with less conservativeness. The resulting designs guarantee that the error system is stochastically stable with prescribed H∞ performance. A numerical example is given to illustrate the superiority and the effectiveness of the proposed filtering method.

关键词： Markov jump systems H∞ filtering partly known transition probabilities

作者: Wei-Wei Che Wei Guan

作者单位: Key Laboratory of Manufacturing Industrial Integrated Automation, Shenyang University, Shenyang 1100 Department of Automation, Shenyang Institute of Aeronautical Engineering, Shenyang 110136

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 350-355

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）