Journal
SIGNAL PROCESSING
Volume 90, Issue 2, Pages 513-522Publisher
ELSEVIER
DOI: 10.1016/j.sigpro.2009.07.018
Keywords
Markov jump systems; Peak-to-peak filtering; Uncertain; Linear matrix inequalities
Categories
Funding
- National Natural Science Foundation of PR China [60574001]
- Program for New Century Excellent Talents in University of PR China [050485]
- Program for Innovative Research Team of Jiangnan University
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The peak-to-peak filtering problem is studied for a class of Markov jump systems with uncertain parameters. By re-constructing the system, the dynamic filtering error system is obtained. The objective is to design a peak-to-peak filter such that the induced L-infinity gain from the unknown inputs to the estimated errors is minimized or guaranteed to be less or equal to a prescribed value. By using appropriate stochastic Lyapunov-Krasovskii functional, sufficient conditions are initially established on the existence of mode-dependent peak-to-peak filter which also guarantees the stochastic stability of the filtering error dynamic systems. The design criterions are presented in the form of linear matrix inequalities and then described as an optimization problem. Simulation results demonstrate the validity of the proposed approaches. (C) 2009 Elsevier B.V. All rights reserved.
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