Reduced order H∞ filtering for discrete-time Markovian jump linear systems with partly known transition probabilities

摘要：

The problem of H∞ filtering for discrete Markov jump linear system with partly known transition probability is investigated in this paper. In contrast to completely known transition probabilities in the existing work, the partly known information means that some elements are known and some elements are unknown. By introducing slack variables and employing Finsler lemma, an improved condition which can lead to potential less conservative result is obtained.

关键词： H∞ filtering Markov jump linear system partly known transition probability

作者: Hong-Li Zhang Xiaoheng Chang

作者单位: Math Department, Heilongjiang Bayi Agricultural University, Daqing 163319, China School of Information Science and Engineering, Bohai University, Jinzhou 121000, China

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: 1081-1085

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）