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https://hdl.handle.net/2440/101875
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DC Field | Value | Language |
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dc.contributor.author | Yin, Y. | - |
dc.contributor.author | Shi, P. | - |
dc.contributor.author | Liu, F. | - |
dc.contributor.author | Teo, K. | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | International Journal of Systems Science, 2015; 46(4):599-608 | - |
dc.identifier.issn | 0020-7721 | - |
dc.identifier.issn | 1464-5319 | - |
dc.identifier.uri | http://hdl.handle.net/2440/101875 | - |
dc.description.abstract | 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 − L∞ filter is designed which guarantees that the resulting error dynamic system is robustly stochastically stable and satisfies a prescribed L₂ − L∞ performance index. A numerical example is given to illustrate the effectiveness of the developed techniques. | - |
dc.description.statementofresponsibility | Yanyan Yin, Peng Shi, Fei Liu, Kok Lay Teo | - |
dc.language.iso | en | - |
dc.publisher | Taylor & Francis | - |
dc.rights | © 2013 Taylor & Francis | - |
dc.source.uri | http://dx.doi.org/10.1080/00207721.2013.792976 | - |
dc.subject | L2 − L∞ filtering, nonhomogeneous Markov jump process, time-varying transition probabilities, | - |
dc.title | Robust L₂ − L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process | - |
dc.title.alternative | Robust L(2) - L-infinity filtering for a class of dynamical systems with nonhomogeneous Markov jump process | - |
dc.type | Journal article | - |
dc.identifier.doi | 10.1080/00207721.2013.792976 | - |
pubs.publication-status | Published | - |
dc.identifier.orcid | Shi, P. [0000-0001-8218-586X] | - |
Appears in Collections: | Aurora harvest 3 Electrical and Electronic Engineering publications |
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