Artículos de revistas
H-2 And H-infinity Filter Design For Polytopic Continuous-time Markov Jump Linear Systems With Uncertain Transition Rates
Registro en:
H-2 And H-infinity Filter Design For Polytopic Continuous-time Markov Jump Linear Systems With Uncertain Transition Rates. Wiley-blackwell, v. 29, p. 1207-1223 OCT-2015.
0890-6327
WOS:000362458100001
10.1002/acs.2528
Autor
Morais
Cecilia F.; Braga
Marcio F.; Lacerda
Marcio J.; Oliveira
Ricardo C. L. F.; Peres
Pedro L. D.
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) This paper addresses the problems of H-2 and H-infinity full-order filter design for continuous-time Markov jump linear systems subject to uncertainties. Different from the available methods in the literature, the main novelty of the proposed approach is the possibility of computing bounds to the H-2 and H-infinity norms of the augmented system composed by the uncertain Markov jump linear system plus the robust filter through Lyapunov matrices depending polynomially on the uncertainties affecting independently the matrices of each operation mode and the transition rate matrix. By means of a suitable representation of the uncertainties, the proposed filter design conditions are expressed in terms of linear matrix inequality relaxations associated with searches on scalar parameters. As an additional flexibility, the conditions can be used to synthesize filters with partial, complete, or null Markov mode availability. Numerical experiments illustrate that the proposed approach is more general and can be less conservative than the available methods. Copyright (C) 2014 John Wiley & Sons, Ltd. 29 10
1207 1223 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) FAPESP [2011/08312-6, 2014/03669-1]