Title :
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
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;
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
DOI :
10.1109/CCDC.2010.5498135
