ℋ︁∞ filtering for discrete‐time linear systems with Markovian jumping parameters†
ℋ︁∞ filtering for discrete‐time linear systems with Markovian jumping parameters†
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DOI：
10.1002/rnc.843
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发表时间：
2003-12
影响因子：
3.9
通讯作者：
C. de Souza;M. Fragoso
中科院分区：
文献类型：
--
作者：
C. de Souza;M. Fragoso
研究了具有马尔可夫跳变参数的离散时间线性系统的h∞︁∞滤波问题。假设跳跃参数是可用的。本文给出了设计离散时间马尔可夫跳变线性滤波器的充分必要条件，该滤波器能保证由噪声信号引起的增益对估计误差有一个规定的界。所提出的滤波器设计是根据线性矩阵不等式给出的。版权所有©2003 John Wiley & Sons， Ltd
This paper investigates the problem of ℋ︁∞ filtering for discrete‐time linear systems with Markovian jumping parameters. It is assumed that the jumping parameter is available. This paper develops necessary and sufficient conditions for designing a discrete‐time Markovian jump linear filter which ensures a prescribed bound on the ℓ2‐induced gain from the noise signals to the estimation error. The proposed filter design is given in terms of linear matrix inequalities. Copyright © 2003 John Wiley & Sons, Ltd.