Robust filtering for discrete-time Markovian jump delay systems

被引：111
|
作者：
Wang, ZD [1 ]
Lam, J
Liu, XH
机构：
[1] Brunel Univ, Dept Informat Syst & Comp, Uxbridge UB8 3PH, Middx, England
[2] Univ Hong Kong, Dept Mech Engn, Hong Kong, Hong Kong, Peoples R China
来源：
IEEE SIGNAL PROCESSING LETTERS | 2004年 / 11卷 / 08期
基金：
英国工程与自然科学研究理事会;
关键词：
algebraic matrix inequalities; Markovian jump systems; robust filtering; time delay; uncertain systems;
D O I：
10.1109/LSP.2004.831729
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this letter, we study the robust filtering problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties, time-delay in the state, and Markovian jump parameters in all system matrices. A filter is designed to guarantee that the dynamics of the estimation error is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. It is shown that the problem addressed can be solved in terms of the solutions to a set of coupled matrix Riccati-like inequalities.
引用
收藏
页码：659 / 662
页数：4
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