Robust peak-to-peak filtering for Markov jump systems

Authors:
Shuping He;Fei Liu
Affiliations:
Institute of Automation, Jiangnan University, Wuxi 214122, PR China;Institute of Automation, Jiangnan University, Wuxi 214122, PR China
Venue:
Signal Processing
Year:
2010

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Abstract

The peak-to-peak filtering problem is studied for a class of Markov jump systems with uncertain parameters. By re-constructing the system, the dynamic filtering error system is obtained. The objective is to design a peak-to-peak filter such that the induced L"~ gain from the unknown inputs to the estimated errors is minimized or guaranteed to be less or equal to a prescribed value. By using appropriate stochastic Lyapunov-Krasovskii functional, sufficient conditions are initially established on the existence of mode-dependent peak-to-peak filter which also guarantees the stochastic stability of the filtering error dynamic systems. The design criterions are presented in the form of linear matrix inequalities and then described as an optimization problem. Simulation results demonstrate the validity of the proposed approaches.