Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties
This paper studies the problem of robust H1 filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent H1 filter is designed...
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| Format: | Journal Article |
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Elsevier Inc
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/30150 |
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curtin-20.500.11937-30150 |
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eprints |
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curtin-20.500.11937-301502017-09-13T15:30:51Z Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties Yin, Y. Shi, P. Liu, F. Teo, Kok Lay Uncertainty H∞ filtering Nonhomogeneous Markov jump system Discrete-time This paper studies the problem of robust H1 filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent H1 filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed H1 performance index. A numerical example is given to illustrate the effectiveness of the developed techniques. 2014 Journal Article http://hdl.handle.net/20.500.11937/30150 10.1016/j.ins.2013.08.058 Elsevier Inc restricted |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Curtin University Malaysia |
| building |
Curtin Institutional Repository |
| collection |
Online Access |
| topic |
Uncertainty H∞ filtering Nonhomogeneous Markov jump system Discrete-time |
| spellingShingle |
Uncertainty H∞ filtering Nonhomogeneous Markov jump system Discrete-time Yin, Y. Shi, P. Liu, F. Teo, Kok Lay Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| description |
This paper studies the problem of robust H1 filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent H1 filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed H1 performance index. A numerical example is given to illustrate the effectiveness of the developed techniques. |
| format |
Journal Article |
| author |
Yin, Y. Shi, P. Liu, F. Teo, Kok Lay |
| author_facet |
Yin, Y. Shi, P. Liu, F. Teo, Kok Lay |
| author_sort |
Yin, Y. |
| title |
Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| title_short |
Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| title_full |
Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| title_fullStr |
Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| title_full_unstemmed |
Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| title_sort |
filtering for discrete-time nonhomogeneous markov jump systems with uncertainties |
| publisher |
Elsevier Inc |
| publishDate |
2014 |
| url |
http://hdl.handle.net/20.500.11937/30150 |
| first_indexed |
2018-09-06T21:34:10Z |
| last_indexed |
2018-09-06T21:34:10Z |
| _version_ |
1610895485535518720 |