Reduced order H∞ filtering for discrete-time Markovian jump linear systems with partly known transition probabilities

Author

Zhang, Hong-li ; Chang, Xiaoheng

Author_Institution

Math Dept., Heilongjiang Bayi Agric. Univ., Daqing, China

fYear

2010

fDate

26-28 May 2010

Firstpage

1081

Lastpage

1085

Abstract

The problem of H_∞ filtering for discrete Markov jump linear system with partly known transition probability is investigated in this paper. In contrast to completely known transition probabilities in the existing work, the partly known information means that some elements are known and some elements are unknown. By introducing slack variables and employing Finsler lemma, an improved condition which can lead to potential less conservative result is obtained.

Keywords

H^∞ control; Markov processes; discrete time systems; filtering theory; linear systems; probability; reduced order systems; Finsler lemma; discrete-time Markovian jump linear system; partly known transition probability; reduced order H_∞ filtering; Agricultural engineering; Electronic mail; Information filtering; Information filters; Information science; Linear systems; Nonlinear filters; Robustness; State-space methods; Symmetric matrices; H∞ filtering; Markov jump linear system; partly known transition probability;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference (CCDC), 2010 Chinese

Conference_Location

Xuzhou

Print_ISBN

978-1-4244-5181-4

Electronic_ISBN

978-1-4244-5182-1

Type

conf

DOI

10.1109/CCDC.2010.5498135

Filename

5498135