Journal Article

Robust guaranteed cost observer design for uncertain descriptor systems with state delays and Markovian jumping parameters

Fu Yan-Ming, Duan Guang-Ren and Qin Lei

in IMA Journal of Mathematical Control and Information

Published on behalf of Institute of Mathematics and its Applications

Volume 23, issue 4, pages 403-412
Published in print December 2006 | ISSN: 0265-0754
Published online December 2006 | e-ISSN: 1471-6887 | DOI: http://dx.doi.org/10.1093/imamci/dni067
Robust guaranteed cost observer design for uncertain descriptor systems with state delays and Markovian jumping parameters

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This paper investigates the robust guaranteed cost observer design for a class of linear descriptor systems with state delays and Markovian jumping parameters. The system under study involves time delays, jumping parameters and uncertainties. The transition of the jumping parameters in systems is governed by a finite-state Markov process. The objective is to design linear memoryless observers such that for all uncertainties the resulting augmented system is regular, impulse free, robust stochastically stable independent of delays and satisfies the proposed guaranteed cost performance. Based on stability theory in stochastic differential equations, a sufficient condition on the existence of robust guaranteed cost observers is derived. Robust guaranteed cost filters are designed in terms of linear matrix inequalities (LMIs). A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observer.

Keywords: descriptor systems; Markovian jumping parameters; guaranteed cost observer; linear matrix inequalities; time-delay systems

Journal Article.  0 words. 

Subjects: Mathematics

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