Journal Article

Robust partially mode-dependent energy-to-peak filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

Huxiong Li and Zhaojian Wang

in IMA Journal of Mathematical Control and Information

Published on behalf of Institute of Mathematics and its Applications

Volume 30, issue 1, pages 85-95
Published in print March 2013 | ISSN: 0265-0754
Published online July 2012 | e-ISSN: 1471-6887 | DOI: http://dx.doi.org/10.1093/imamci/dns012
Robust partially mode-dependent energy-to-peak filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

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This paper investigates the filter design problem of discrete-time Markovian jump linear systems having partially unknown transition probabilities. The partially unknown transition probabilities are modelled by polytopic uncertainties with finite vertices. Using the augmentation method, we obtain an augmented estimation error system. On the basis of an analysis of the exponentially mean-square stability and the energy-to-peak performance, we propose a design approach for the mode-dependent estimator. The parameters of the estimator can be calculated by solving a sequence of linear matrix inequalities. Finally, a numerical example is used to illustrate the design procedure and the effectiveness of the proposed design methodology.

Keywords: Markovian jump systems; partially unknown transition probabilities; energy-to-peak filtering; linear matrix inequalities

Journal Article.  0 words. 

Subjects: Mathematics

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