期刊
INFORMATION SCIENCES
卷 418, 期 -, 页码 635-651出版社
ELSEVIER SCIENCE INC
DOI: 10.1016/j.ins.2017.08.032
关键词
Markov jump system; Event-triggered control; H-infinity filtering
资金
- National Natural Science Foundation of China [61773200, 61403189, 61773097]
- Natural Science Foundation of Jiangsu Province of China [BK20130949]
- Fok Ying Tung Education Foundation [141060]
- Fundamental Research Funds for the Central Universities [N160402004]
- Liaoning BaiQianWan Talents Program [201517]
- Doctoral Foundation of Ministry of Education of China [20133221120012]
- Jiangsu Government Scholarship for Overseas Studies [JS-2014046]
This paper investigates the Ho, filtering of Markov jump systems with general transition probabilities which are known, uncertain and unknown. The transmission from sensor to filter is determined by a mode-dependent event-triggered scheme. The advantage of the scheme is that no restriction is imposed on a triggering scalar. Employing a zero-order holder, the resulting filtering error system is expressed by Markov jump systems with time delay. With the aid of a relaxed Lyapunov-Krasovskii functional and the Finlser lemma, the desired H-infinity filter gains and the related triggering parameter are solved in a uniformed framework. It is shown that the proposed approach is less conservative than the existing one. Numerical examples are given to verify the validity of the proposed method. (C) 2017 Elsevier Inc. All rights reserved.
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