Robust H∞ filtering for uncertain Markovian jump linear systems

被引：39

作者：

de Souza, CE ^{[1
]}

Fragoso, MD ^{[1
]}

机构：

[1] LNCC MCT, Lab Nacl Computacao Cient, Dept Syst & Control, BR-25651070 Petropolis, RJ, Brazil

来源：

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 2002年 / 12卷 / 05期

关键词：

H-infinity filtering; robust filtering; uncertain systems; Markovian jump linear systems; linear matrix inequalities;

D O I：

10.1002/rnc.631

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper investigates the problem of H-infinity filtering for a class of uncertain Markovian jump linear systems. The uncertainty is assumed to be norm-bounded and appears in all the matrices of the system state-space model, including the coefficient matrices of the noise signals. It is also assumed that the jumping parameter is available. We develop a methodology for designing a Markovian jump linear filter that ensures a prescribed bound on the L-2-induced gain from the noise signals to the estimation error, irrespective of the uncertainty. The proposed design is given in terms of linear matrix inequalities. Copyright (C) 2002 John Wiley Sons, Ltd.

引用

页码：435 / 446

页数：12

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