Fixed-order robust H∞ filter design for Markovian jump systems with uncertain switching probabilities

Authors:
Junlin Xiong;J. Lam
Affiliations:
Dept. of Mech. Eng., Univ. of Hong Kong, China;-
Venue:
IEEE Transactions on Signal Processing
Year:
2006

Citing 0
Cited 16

Brief paper: H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities

Automatica (Journal of IFAC)
Design of reduced-order H∞ filtering for Markovian jump systems with mode-dependent time delays

Signal Processing
Brief paper: Fault Detection and Isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels

Automatica (Journal of IFAC)
Robust peak-to-peak filtering for Markov jump systems

Signal Processing
Partially mode-dependent H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

Signal Processing
Variance-constrained H∞ filtering for a class of nonlinear time-varying systems with multiple missing measurements: the finite-horizon case

IEEE Transactions on Signal Processing
Robust H∞ filtering for a class of nonlinear networked systems with multiple stochastic communication delays and packet dropouts

IEEE Transactions on Signal Processing
Exponential H∞ filtering for time-varying delay systems: Markovian approach

Signal Processing
H∞ filter design for nonlinear networked control systems with uncertain packet-loss probability

Signal Processing
H∞ filtering for networked systems with partly known distribution transmission delays

Information Sciences: an International Journal
Event-based H∞ filtering for networked system with communication delay

Signal Processing
Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

Automatica (Journal of IFAC)
Distributed state estimation in sensor networks with randomly occurring nonlinearities subject to time delays

ACM Transactions on Sensor Networks (TOSN)
Composite anti-disturbance control for Markovian jump nonlinear systems via disturbance observer

Automatica (Journal of IFAC)
Unbiased estimation of Markov jump systems with distributed delays

Signal Processing
Filtering design for two-dimensional Markovian jump systems with state-delays and deficient mode information

Information Sciences: an International Journal

Quantified Score

Hi-index	35.70

Visualization

Abstract

This paper discusses the fixed-order robust H∞ filtering problem for a class of Markovian jump linear systems with uncertain switching probabilities. The uncertainties under consideration are assumed to be norm-bounded in the system matrices and to be elementwise bounded in the mode transition rate matrix, respectively. First, a criterion based on linear matrix inequalities is provided for testing the H∞ filtering level of a filter over all the admissible uncertainties. Then, a sufficient condition for the existence of the fixed-order robust H∞ filters is established in terms of the solvability of a set of linear matrix inequalities with equality constraints. To determine the filter, a globally convergent algorithm involving convex optimization is suggested. Finally, a numerical example is used to illustrate that the developed theory is more effective than the existing results.