Brief paper: Design of H∞ filter for Markov jumping linear systems with non-accessible mode information

Authors:
Huaping Liu;Daniel W. C. Ho;Fuchun Sun
Affiliations:
Department of Computer Science and Technology, Tsinghua University, State Key Lab. of Intelligent Technology and Systems, Beijing, PR China;Department of Mathematics, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon, Hong Kong;Department of Computer Science and Technology, Tsinghua University, State Key Lab. of Intelligent Technology and Systems, Beijing, PR China
Venue:
Automatica (Journal of IFAC)
Year:
2008

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Abstract

For Markov jumping linear systems (MJLS), it is often encountered that the jumping mode cannot be accessible for filtering. Therefore it is strongly desirable to design a filter which is independent of the jumping model. In this paper, a new deterministic filter design procedure is proposed, which shows less conservatism than existing results. The whole design procedure can be accomplished by solving a set of linear matrix inequalities (LMIs). Finally, numerical examples are given to illustrate the effectiveness of the proposed approach.