Title :
H∞ filteing for discrete-time Markov jump linear systems
Author :
Che, Wei-Wei ; Guan, Wei
Author_Institution :
Key Lab. of Manuf. Ind. Integrated Autom., Shenyang Univ., Shenyang, China
Abstract :
This paper investigates the problem of H∞ filtering for discrete-time Markov jump systems with partly unknown transition probabilities (TPs). The filter to be designed is assumed to be mode-dependent. Firstly, with the help of the Finsler´s Lemma, two sets of slack variables with special structure are introduced to provide an improved mode-dependent H∞ filters design method with extra degrees of freedom. Then, with making use of the relationship of the known part of the TPs and the unknown part of the TPs sufficiently, a new simple design method is presented with less conservativeness. The resulting designs guarantee that the error system is stochastically stable with prescribed H∞ performance. A numerical example is given to illustrate the superiority and the effectiveness of the proposed filtering method.
Keywords :
H∞ control; Markov processes; control system synthesis; discrete time systems; filtering theory; linear systems; Finsler lemma; H∞ filtering; Markov jump systems; discrete-time systems; filtering design method; linear systems; slack variables; transition probabilities; Aerospace engineering; Design methodology; Filtering; Filters; Laboratories; Linear systems; Manufacturing automation; Manufacturing industries; Markov processes; Stochastic systems; H∞ filtering; Markov jump systems; partly known transition probabilities;
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.2010.5499050
