期刊
IEEE TRANSACTIONS ON SIGNAL PROCESSING
卷 59, 期 7, 页码 3048-3057出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2011.2135854
关键词
Discrete time-varying systems; Markovian jumping parameters; randomly occurring nonlinearities; robust H-infinity filtering; sensor saturation
资金
- National Natural Science Foundation of China [61028008, 60825303, 61004067]
- National 973 Project [2009CB320600]
- Key Laboratory of Integrated Automation for the Process Industry (Northeastern University) from the Ministry of Education of China
- Engineering and Physical Sciences Research Council (EPSRC) of the U.K. [GR/S27658/01]
- Royal Society of the U.K.
- Alexander von Humboldt Foundation of Germany
This paper addresses the robust H-infinity filtering problem for a class of discrete time-varying Markovian jump systems with randomly occurring nonlinearities and sensor saturation. Two kinds of transition probability matrices for the Markovian process are considered, namely, the one with polytopic uncertainties and the one with partially unknown entries. The nonlinear disturbances are assumed to occur randomly according to stochastic variables satisfying the Bernoulli distributions. The main purpose of this paper is to design a robust filter, over a given finite-horizon, such that the H-infinity disturbance attenuation level is guaranteed for the time-varying Markovian jump systems in the presence of both the randomly occurring nonlinearities and the sensor saturation. Sufficient conditions are established for the existence of the desired filter satisfying the H-infinity performance constraint in terms of a set of recursive linear matrix inequalities. Simulation results demonstrate the effectiveness of the developed filter design scheme.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据