Robust H∞ Filtering for Nonlinear Discrete-Time Singular Markov Jump Systems

摘要：

　　In this paper,H∞ filtering problem for a class of nonlinear uncertain discrete-time singular Markov jump systems is discussed.The nonlinear function satisfies a quadratic constraint.First,a linear matrix inequality (LMI) sufficient condition is developed which guarantees that the nominal filtering error system is regular,causal,has unique solution in a neighborhood of the equilibrium point,is stochastically stable and satisfies H∞ performance.In order to facilitate the design of the filter,with this condition,by using a series of matrix inequalities,another LMI sufficient condition is obtained which guarantees that the nominal filtering error system is regular,causal,has unique solution in a neighborhood of the equilibrium point,is stochastically stable and satisfies H∞ performance.Then,the design method of robust H∞ filter in the form of standard Markov jump system is given,and the filter designed can be of full or of reduced order.Finally,a numerical example is given to verify the effectiveness and correctness of the proposed method.

关键词： Discrete-time singular Markov jump systems robust H∞ filtering nonlinearity uncertainty

作者: KULAN Zhumahan MA Shuping ZHANG Chenghui

作者单位: School of Mathematics,Shandong University,Jinan 250100,P. R. China;Department of Mathematics,Changji School of Mathematics,Shandong University,Jinan 250100,P. R. China School of Control Science and Engineering,Shandong University,Jinan 250061,P. R. China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 2487-2492

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）