Reduced-order H∞ filtering for linear systems with Markovian jump parameters

被引：48
|
作者：
Sun, FC [1 ]
Liu, HP [1 ]
He, KZ [1 ]
Sun, ZQ [1 ]
机构：
[1] Tsinghua Univ, Dept Comp Sci & Technol, State Key Lab Intelligent Technol & Syst, Beijing 100084, Peoples R China
来源：
SYSTEMS & CONTROL LETTERS | 2005年 / 54卷 / 08期
基金：
中国国家自然科学基金;
关键词：
jumping parameters; linear matrix inequalities (LMI); H-infinity filtering; reduced-order filter;
D O I：
10.1016/j.sysconle.2004.11.012
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 addresses the reduced-order H-infinity filtering problem for continuous-time Makovian jump linear systems, where the jump parameters are modelled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H-infinity filter are proposed in terms of linear matrix inequalities (LMIs) and a coupling non-convex matrix rank constraint. In particular, the sufficient conditions for the existence of the zero-order H-infinity filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach. (D (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：739 / 746
页数：8
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