DocumentCode
2882513
Title
H∞ filtering for nonlinear Markovian jumping systems
Author
Li, Dapeng ; Ji, Haibo
Author_Institution
Dept. of Autom., Univ. of Sci. & Technol. of China, China
Volume
2
fYear
2005
fDate
12-14 Oct. 2005
Firstpage
1512
Lastpage
1515
Abstract
This paper deals with the robust H∞ filtering problem for the nonlinear systems with Markovian jumpings. A sufficient and necessary condition is presented for designing a nonlinear filter according to the H∞ performance index. The filter design of a certain class of nonlinear Markovian jumping systems in terms of a set of linear Matrix inequalities (LMI) is also addressed. A numerical example is given to illustrate the feasibility of the proposed design method.
Keywords
Markov processes; filtering theory; linear matrix inequalities; nonlinear filters; nonlinear systems; H∞ filtering; H∞ performance index; LMI; linear Matrix inequalities; nonlinear Markovian jumping systems; nonlinear filter; Automation; Design methodology; Electronic mail; Filtering; Nonlinear equations; Nonlinear filters; Paper technology; Riccati equations; Robustness; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Communications and Information Technology, 2005. ISCIT 2005. IEEE International Symposium on
Print_ISBN
0-7803-9538-7
Type
conf
DOI
10.1109/ISCIT.2005.1567159
Filename
1567159
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