Robust Dissipative Filtering for Discrete-time Markov Jump Lur'e Systems with Uncertain Transition Probability Matrix

被引：0
|
作者：
Zhang, Yujie [1 ]
Ou, Yongsheng [1 ]
Wu, Xinyu [1 ]
Feng, Wei [1 ]
机构：
[1] Chinese Univ Hong Kong, Chinese Acad Sci, Guangdong Prov Key Lab Robot & Intelligent Syst, Shenzhen Inst Adv Technol, Shenzhen, Peoples R China
来源：
2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2015年
关键词：
Cone-bounded nonlinearity; dissipative filtering; Markov jump Lur'e systems; uncertain transition probability; DYNAMICAL-SYSTEMS; EXISTENCE; DELAYS; LMIS;
D O I：
暂无
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 dissipative filtering problem for a class of Markov jump Lur'e systems with uncertain transition probabilities in discrete-time domain. The uncertain characteristic of the transition probability matrix is modelled in accordance with the Cartesian product of simplexes, called multi-simplex. A full-order filter is designed such that the resulting error systems are stochastically stable and strictly (Q; S; R)-gamma-dissipative. Sufficient conditions for the existence of desired filter are derived in terms of linear matrix inequalities relaxations. As the main tool we employ a polynomially parameter-dependent Lyapunov function, which depends on the uncertain parameters and the sector condition assumption for the nonlinearities. A numerical example is presented to show the effectiveness of the developed theoretical results.
引用
收藏
页码：4362 / 4367
页数：6
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