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: | , , , |
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| Format: | Journal Article |
| Published: |
Taylor & Francis Ltd.
2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/30032 |
| _version_ | 1848752970989043712 |
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| author | Yin, Y. Peng, S. Fei, L. Teo, Kok Lay |
| author_facet | Yin, Y. Peng, S. Fei, L. Teo, Kok Lay |
| author_sort | Yin, Y. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T08:17:05Z |
| format | Journal Article |
| id | curtin-20.500.11937-30032 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:17:05Z |
| publishDate | 2015 |
| publisher | Taylor & Francis Ltd. |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-300322018-10-18T00:55:57Z Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process Yin, Y. Peng, S. Fei, L. Teo, Kok Lay time-varying transition probabilities L2 - L∞ filtering 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 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. 2015 Journal Article http://hdl.handle.net/20.500.11937/30032 10.1080/00207721.2013.792976 Taylor & Francis Ltd. fulltext |
| spellingShingle | time-varying transition probabilities L2 - L∞ filtering nonhomogeneous Markov jump process Yin, Y. Peng, S. Fei, L. Teo, Kok Lay Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process |
| title | Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process |
| title_full | Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process |
| title_fullStr | Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process |
| title_full_unstemmed | Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process |
| title_short | Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process |
| title_sort | robust l2 - l∞ filtering for a class of dynamical systems with nonhomogeneous markov jump process |
| topic | time-varying transition probabilities L2 - L∞ filtering nonhomogeneous Markov jump process |
| url | http://hdl.handle.net/20.500.11937/30032 |