Design of Hinfinity filter for Markov jumping linear systems with non-accessible mode information
Design of Hinfinity filter for Markov jumping linear systems with non-accessible mode information
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DOI：
10.1016/j.automatica.2008.03.011
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发表时间：
2008-10
期刊：
影响因子：
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通讯作者：
Huaping Liu;D. Ho;F. Sun
中科院分区：
文献类型：
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作者：
Huaping Liu;D. Ho;F. Sun
对于马尔可夫跳跃线性系统(MJLS)，经常会遇到跳跃模式不能用于滤波的情况。因此，设计一种与跳跃模型无关的滤波器是非常必要的。本文提出了一种新的确定性滤波器设计方法，其保守性比已有结果要小。整个设计过程可以通过求解一组线性矩阵不等式(LMI)来完成。最后给出了数值算例，说明了该方法的有效性。
For Markov jumping linear systems (MJLS), it is often encountered that the jumping mode cannot be accessible for filtering. Therefore it is strongly desirable to design a filter which is independent of the jumping model. In this paper, a new deterministic filter design procedure is proposed, which shows less conservatism than existing results. The whole design procedure can be accomplished by solving a set of linear matrix inequalities (LMIs). Finally, numerical examples are given to illustrate the effectiveness of the proposed approach.