Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties

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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Bibliographic Details
Main Authors: Yin, Y., Shi, P., Liu, F., Teo, Kok Lay
Format: Journal Article
Published: Elsevier Inc 2014
Subjects:
Uncertainty
H∞ filtering
Nonhomogeneous Markov jump system
Discrete-time
Online Access:http://hdl.handle.net/20.500.11937/30150

Internet

http://hdl.handle.net/20.500.11937/30150

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