Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process
This paper investigates the problem of robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process. The time-varying transition probabilities which evolve as a nonhomogeneous jump process are described by a polytope, and parameter-dependent and mode-dependent Ly...
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Taylor & Francis Ltd.
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/30032 |
| Summary: | This paper investigates the problem of robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process. The time-varying transition probabilities which evolve as a nonhomogeneous jump process are described by a polytope, and parameter-dependent and mode-dependent Lyapunov function is constructed for such system, and then a robust L2 -L8 filter is designed which guarantees that the resulting error dynamic system is robustly stochasticallystable and satisfies a prescribed L2 - L∞ performance index. A numerical example is given to illustrate the effectiveness of the developed techniques. |
|---|