H∞ Estimates for Discrete-Time Markovian Jump Linear Systems

被引：1
|
作者：
Terra, Marco H. [1 ]
Jesus, Gildson [2 ]
Ishihara, Joao Y. [3 ]
机构：
[1] Univ Sao Paulo, Dept Elect Engn, BR-13566590 Sao Carlos, SP, Brazil
[2] Univ Santa Cruz, Dept Sci & Technol, BR-45662900 Ilheus, BA, Brazil
[3] Univ Brasilia, Dept Elect Engn, BR-70919970 Brasilia, DF, Brazil
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2013年 / 2013卷
关键词：
FILTER;
D O I：
10.1155/2013/945342
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This paper deals with the problem of H-infinity filtering for discrete-time Markovian jump linear systems. Predicted and filtered estimates are obtained based on the game theory. Both filters are solved through recursive algorithms. The Markovian system considered assumes that the jump parameters are not accessible. Necessary and sufficient conditions are provided to the existence of the filters. A numerical example is provided in order to show the effectiveness of the approach proposed.
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收藏
页数：7
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