Title :
Nonlinear filtering for state delayed systems with Markovian switching
Author :
Wang, Zidong ; Lam, James ; Burnham, K.J.
Author_Institution :
Sch. of Math. & Inf. Sci., Coventry Univ., UK
Abstract :
Deals with the filtering problem for a general class of nonlinear time-delay systems with Markovian jumping parameters. The nonlinear time-delay stochastic systems may switch from one to the others according to the behavior of a Markov chain. The purpose of the problem addressed is to design a nonlinear full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically exponentially stable in the mean square. Both filter analysis and synthesis problems are investigated. Sufficient conditions are established for the existence of the desired exponential filters, which are expressed in terms of the solutions to a set of linear matrix inequalities. The explicit expression of the desired filters is also provided.
Keywords :
Markov processes; asymptotic stability; delay systems; filtering theory; matrix algebra; nonlinear filters; nonlinear systems; state estimation; stochastic systems; Markov chain; Markovian jumping parameters; Markovian switching; estimation error; filter analysis; filter synthesis; linear matrix inequalities; nonlinear filtering; nonlinear full-order filter; nonlinear time-delay systems; state delayed systems; stochastic exponential stability; stochastic systems; sufficient conditions; Delay effects; Delay systems; Estimation error; Filtering; Linear matrix inequalities; Nonlinear filters; Nonlinear systems; Stability; Stochastic systems; Switches;
Conference_Titel :
Intelligent Control and Automation, 2002. Proceedings of the 4th World Congress on
Print_ISBN :
0-7803-7268-9
DOI :
10.1109/WCICA.2002.1022104
