Robust H∞ filtering for uncertain discrete Markov jump singular systems with mode-dependent time delay
Robust H∞ filtering for uncertain discrete Markov jump singular systems with mode-dependent time delay
- Author(s): S. Ma and E.K. Boukas
- DOI: 10.1049/iet-cta:20080091
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- Author(s): S. Ma 1, 2 and E.K. Boukas 2
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View affiliations
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Affiliations:
1: School of Mathematics and System Science, Shandong University, Jinan, People's Republic of China
2: Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Canada
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Affiliations:
1: School of Mathematics and System Science, Shandong University, Jinan, People's Republic of China
- Source:
Volume 3, Issue 3,
March 2009,
p.
351 – 361
DOI: 10.1049/iet-cta:20080091 , Print ISSN 1751-8644, Online ISSN 1751-8652
The robust H∞ filtering problem for mode-dependent time-delay discrete Markov jump singular systems with parameter uncertainties is discussed. Based on delay-dependent linear matrix inequalities, a Markov jump filter is designed, which guarantees that the filtering error system is regular, causal, stochastically stable and satisfies H∞ performance for all admissible uncertainties. The H∞ filter can be of full or of a reduced order. A numerical example is given to illustrate the effectiveness of the proposed method.
Inspec keywords: filtering theory; discrete systems; robust control; delays; linear matrix inequalities; H∞ control; Markov processes
Other keywords:
Subjects: Distributed parameter control systems; Discrete control systems; Stability in control theory; Optimal control; Algebra; Markov processes
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