Artículos de revistas
H∞ Filtering Of Discrete-time Markov Jump Linear Systems Through Linear Matrix Inequalities
Registro en:
Ieee Transactions On Automatic Control. , v. 54, n. 6, p. 1347 - 1351, 2009.
189286
10.1109/TAC.2009.2015553
2-s2.0-67649589203
Autor
Goncalves A.P.C.
Fioravanti A.R.
Geromel J.C.
Institución
Resumen
This technical note addresses the discrete-time Markov jump linear systems H∞ filtering design problem. First, under the assumption that the Markov parameter is measurable, the main contribution is the linear matrix inequality (LMI) characterization of all linear filters such that the estimation error remains bounded by a given H∞ norm level, yielding the complete solution of the mode-dependent filtering design problem. Based on this result, a robust filter design able to deal with polytopic uncertainty is considered. Second, from the same LMI characterization, a design procedure for mode-independent filtering is proposed. Some examples are solved for illustration and comparisons. © 2009 IEEE. 54 6 1347 1351 Blair Jr., W.P., Sworder, D.D., Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria (1975) Int. J. Control, 21, pp. 833-841 Boyd, S.P., El Ghaoui, L., Feron, E., Balakrishnan, V., (1994) Linear Matrix Inequalities in System and Control Theory, , Philadelphia, PA: SIAM Costa, O.L.V., do Val, J.B.R., Full information H∞ control for discrete-time infinite Markov jump parameter systems (1996) J. Math. Anal. Appl, 202, pp. 578-603 Costa, O.L.V., do Val, J.B.R., Geromel, J.C., A convex programming approach to H2 control of discrete-time Markovian linear systems (1997) Int. J. Control, 66, pp. 557-579 Costa, O.L.V., Guerra, S., Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems (2002) IEEE Trans. Automat. Control, 47 (8), pp. 1351-1356. , Aug de Souza, C.E., A mode-independent H∞ filter design for discretetime Markovian jump linear systems (2003) Pro. 42nd IEEE Conf. Decision Control, 3, pp. 2811-2816 de Souza, C.E., Fragoso, M.D., H∞ filtering for discrete-time linear systems with Markovian jumping parameters (2003) Int. J. Robust Nonlin. Control, 13, pp. 1299-1316 do Val, J.B.R., Geromel, J.C., Gonçalves, A.P.C., The H 2-control for jump linear systems: Cluster observations of the Markov state (2002) Automatica, 38, pp. 343-349 Ji, Y., Chizeck, H.J., Jump linear quadratic Gaussian control: Steady-state solution and testable conditions (1990) Control Theory Advanced Technology, 6, pp. 289-319 Ji, Y., Chizeck, H.J., Feng, X., Loparo, K.A., Stability and control of discrete-time jump linear systems (1991) Control Theory Adv. Technol, 7, pp. 247-270 Ji, Y., Chizeck, H.J., Controllability, observability and discretetime Markovian jump linear quadratic control (1988) Int. J. Control, 48, pp. 481-498 Lam, J., Shu, Z., Xu, S., Boukas, E.K., Robust H∞ control of descriptor discrete-time Markovian jump systems (2007) Int. J. Control, 80, pp. 374-385 Seiler, P., Sengupta, R., A bounded real lemma for jump systems (2003) IEEE Trans. Automat. Control, 48 (9), pp. 1651-1654. , Sep Seiler, P., Sengupta, R., An H∞ approach to networked control (2005) IEEE Trans. Automat. Control, 50 (3), pp. 356-364. , Mar Wu, L., Shi, P., Gao, H., Wang, C., H∞ filtering for 2D Markovian jump systems (2008) Automatica, 44, pp. 1849-1858