Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties

Authors:
Yanyan Yin;Peng Shi;Fei Liu;Kok Lay Teo
Affiliations:
-;-;-;-
Venue:
Information Sciences: an International Journal
Year:
2014

Citing 13
Cited 0

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Brief On robust stabilization of Markovian jump systems with uncertain switching probabilities

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Robust ${{cal H}}_{infty}$ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case

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Abstract

This paper studies the problem of robust H"~ filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent H"~ filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed H"~ performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.