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
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;
Conference_Titel :
Control Conference (ECC), 2013 European
Conference_Location :
Zurich
