Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 54, Issue 6, Pages 1347-1351Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2009.2015553
Keywords
Discrete-time systems; linear matrix inequalities (LMIs); Markov jump linear systems; robust filtering
Funding
- Conselho Nacional de Desenvolvimento Cientifico e Tecnologico-CNPq
- Fundacao de Amparo Pesquisa do Estado de Sao Paulo-FAPESP, Brazil
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This technical note addresses the discrete-time Markov jump linear systems H-infinity filtering design problem. First, tinder 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-infinity 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, front file same LMI characterization, a design procedure for mode-independent filtering is proposed. Some examples are solved for illustration and comparisons.
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