H-2 And H-infinity Filter Design For Polytopic Continuous-time Markov Jump Linear Systems With Uncertain Transition Rates

dc.creatorMorais
dc.creatorCecilia F.; Braga
dc.creatorMarcio F.; Lacerda
dc.creatorMarcio J.; Oliveira
dc.creatorRicardo C. L. F.; Peres
dc.creatorPedro L. D.
dc.date2015-OCT
dc.date2016-06-07T13:19:44Z
dc.date2016-06-07T13:19:44Z
dc.date.accessioned2018-03-29T01:39:54Z
dc.date.available2018-03-29T01:39:54Z
dc.identifier
dc.identifierH-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.
dc.identifier0890-6327
dc.identifierWOS:000362458100001
dc.identifier10.1002/acs.2528
dc.identifierhttp://onlinelibrary.wiley.com/doi/10.1002/acs.2528/epdf
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/242755
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1306453
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionThis 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.
dc.description29
dc.description10
dc.description
dc.description1207
dc.description1223
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionFAPESP [2011/08312-6, 2014/03669-1]
dc.description
dc.description
dc.description
dc.languageen
dc.publisherWILEY-BLACKWELL
dc.publisher
dc.publisherHOBOKEN
dc.relationINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
dc.rightsfechado
dc.sourceWOS
dc.subjectDependent Lyapunov Functions
dc.subjectAccessible Mode Information
dc.subjectPolynomial Systems
dc.subjectRobust Stability
dc.subjectVarying Delay
dc.subjectProbabilities
dc.subjectRelaxations
dc.subjectLmis
dc.subjectParameters
dc.subjectExactness
dc.titleH-2 And H-infinity Filter Design For Polytopic Continuous-time Markov Jump Linear Systems With Uncertain Transition Rates
dc.typeArtículos de revistas


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