Title :
Robust H∞ filtering for polytopic uncertain time-delay systems with Markov jumps
Author :
Boukas, E.K. ; Liu, Z.K.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada
Abstract :
This paper considers the filtering problem of jump linear system (JLS) with multiple state delay and convex polytopic uncertain parameters. Some LMI-based conditions for the extended dynamical system to be robust stochastically stable and the estimation error to satisfy a given noise attenuation level is provided and two LMI-based filter design algorithms are developed
Keywords :
H∞ control; Markov processes; delay systems; filtering theory; linear systems; matrix algebra; noise; robust control; uncertain systems; JLS; LMI-based conditions; LMI-based filter design algorithms; Markov jumps; convex polytopic uncertain parameters; estimation error; extended dynamical system; filtering problem; jump linear system; multiple state delay; noise attenuation level; polytopic uncertain time-delay systems; robust H∞ filtering; robust stochastically stable system; Attenuation; Delay effects; Estimation error; Filtering; Linear systems; Noise level; Nonlinear filters; Optimal control; Robustness; Uncertainty;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.876931
