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https://hdl.handle.net/2440/83490
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Type: | Journal article |
Title: | Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties |
Author: | Yin, Y. Shi, P. Liu, F. Teo, K. |
Citation: | Information Sciences, 2014; 259:118-127 |
Publisher: | Elsevier Science Inc |
Issue Date: | 2014 |
ISSN: | 0020-0255 1872-6291 |
Statement of Responsibility: | Yanyan Yin, Peng Shi, Fei Liu, Kok Lay Teo |
Abstract: | This paper studies the problem of robust HO 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 HO filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed HO performance index. A numerical example is given to illustrate the effectiveness of the developed techniques. © 2013 Elsevier Inc. All rights reserved. |
Keywords: | H∞ filtering Nonhomogeneous Markov jump system Discrete-time Uncertainty |
Rights: | Copyright © 2013 Elsevier Inc. All rights reserved. |
DOI: | 10.1016/j.ins.2013.08.058 |
Published version: | http://dx.doi.org/10.1016/j.ins.2013.08.058 |
Appears in Collections: | Aurora harvest 4 Electrical and Electronic Engineering publications |
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