Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
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DOI：
10.1109/tac.2006.883060
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发表时间：
2006-11
影响因子：
6.8
通讯作者：
C. E. Souza;A. Trofino;Karina A. Barbosa
中科院分区：
文献类型：
--
作者：
C. E. Souza;A. Trofino;Karina A. Barbosa
本文研究了具有马尔可夫跳变参数的连续时间线性系统的Hinfin滤波问题。本文的主要贡献是为跳变参数不可达的系统提供了一种渐近稳定的线性时不变Hinfin滤波器的设计方法。马尔可夫过程的转移率矩阵是确切已知的，或未知的，但属于一个给定的多面体的情况下，处理。本文还研究了具有多面体不确定矩阵系统的鲁棒Hinfin滤波问题，提出了一种基于依赖于不确定参数的Lyapunov函数的滤波器设计方法。所提出的滤波器的设计给出的线性矩阵不等式
This note addresses the problem of Hinfin filtering for continuous-time linear systems with Markovian jumping parameters. The main contribution of the note is to provide a method for designing an asymptotically stable linear time-invariant Hinfin filter for systems where the jumping parameter is not accessible. The cases where the transition rate matrix of the Markov process is either exactly known, or unknown but belongs to a given polytope, are treated. The robust Hinfin filtering problem for systems with polytopic uncertain matrices is also considered and a filter design method based on a Lyapunov function that depends on the uncertain parameters is developed. The proposed filter designs are given in terms of linear matrix inequalities