• DocumentCode
    645934
  • Title

    Optimal ℌ2 mode-independent filter for generalized Bernoulli jump systems?

  • Author

    Goncalves, A.P.C. ; Fioravanti, A.R. ; Geromel, Jose C.

  • Author_Institution
    DSCE, UNICAMP, Campinas, Brazil
  • fYear
    2013
  • fDate
    17-19 July 2013
  • Firstpage
    590
  • Lastpage
    595
  • Abstract
    In this paper we work with the filtering problem for a special class of discrete-time Markov Jump Linear Systems (MJLS) whose transition probability matrix has identical rows. For that class of systems we design, with the help of new necessary and sufficient LMI conditions, ℌ2 optimal mode-independent filters with the same order of the plant. For cluster availability of the mode, we also show it is possible to design optimal filters. We complete the results with a numerical example.
  • Keywords
    Markov processes; discrete time systems; filtering theory; linear matrix inequalities; probability; time-varying systems; LMI; MJLS; cluster availability; discrete-time Markov jump linear systems; filtering problem; generalized Bernoulli jump systems; optimal ℌ2 mode-independent filter; optimal filter design; transition probability matrix; Availability; Estimation error; Linear matrix inequalities; Linear systems; Markov processes; Random variables; Symmetric matrices; Discrete-time systems; Linear Matrix Inequalities; Markov jump linear systems; Optimal filtering;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2013 European
  • Conference_Location
    Zurich
  • Type

    conf

  • Filename
    6669130
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=645934