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H∞ filtering for Markovian jump linear systems

被引：52
|
作者：
de Souza, CE [1 ]
Fragoso, MD [1 ]
机构：
[1] LNCC MCT, Lab Nacl Comp Cient, Dept Syst & Control, BR-25651070 Petropolis, RJ, Brazil
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2002年 / 33卷 / 11期
关键词：
D O I：
10.1080/0020772021000017281
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of Hinfinity filtering for continuous-time linear systems with Markovian jump is investigated. It was assumed that the jumping parameter was available. This paper develops necessary and sufficient conditions 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. The main result is tailored via linear matrix inequalities.
引用
收藏
页码：909 / 915
页数：7
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