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...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Elsevier Inc
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/30150 |
| _version_ | 1848753005800718336 |
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| 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. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T08:17:38Z |
| format | Journal Article |
| id | curtin-20.500.11937-30150 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:17:38Z |
| publishDate | 2014 |
| publisher | Elsevier Inc |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | 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 |
| 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 |
| title | 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_short | Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
| title_sort | filtering for discrete-time nonhomogeneous markov jump systems with uncertainties |
| topic | Uncertainty H∞ filtering Nonhomogeneous Markov jump system Discrete-time |
| url | http://hdl.handle.net/20.500.11937/30150 |