Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1180.93100
Zhang, Lixian
$H_\infty $ estimation for discrete-time piecewise homogeneous Markov jump linear systems. (English)
[J] Automatica 45, No. 11, 2570-2576 (2009). ISSN 0005-1098

Summary: This paper concerns the problem of $H_\infty$ estimation for a class of Markov Jump Linear Systems (MJLS) with time-varying Transition Probabilities (TPs) in discrete-time domain. The time-varying character of TPs is considered to be finite piecewise homogeneous and the variations in the finite set are considered to be of two types: arbitrary variation and stochastic variation, respectively. The latter means that the variation is subject to a higher-level transition probability matrix. The mode-dependent and variation-dependent $H_\infty$ filter is designed such that the resulting closed-loop systems are stochastically stable and have a guaranteed $H_\infty$ filtering error performance index. Using the idea in the recent studies of partially unknown TPs for the traditional MJLS with homogeneous TPs, a generalized framework covering the two kinds of variations is proposed. A numerical example is presented to illustrate the effectiveness and the potential of the developed theoretical results.

MSC 2000:: *93E10 Estimation and detection in stochastic control
93C55 Discrete-time control systems
60J75 Jump processes

Keywords: Markov jump linear systems; $H_\infty $ filtering; piecewise homogeneous TPs; arbitrary variation and stochastic variation of TP matrices

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]