Robust H_∞ filter design for continuous-time nonhomogeneous markov jump systems

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• 英文论文题名：Robust H_∞ filter design for continuous-time nonhomogeneous markov jump systems
• 论文作者：Cunkang Bian ; Mingang Hua ; Dandan Zheng
• 英文论文作者：Cunkang Bian ; Mingang Hua ; Dandan Zheng ; College of Internet of Things Engineering ; Hohai University ; Jiangsu Key Laboratory of Power Transmission and Distribution Equipment Technology
• 年：2017
• 作者机构：College of Internet of Things Engineering, Hohai University;Jiangsu Key Laboratory of Power Transmission and Distribution Equipment Technology;
• 英文论文关键词：Continuous-time ; Nonhomogeneous markov jump systems ; Time-varying transition probabilities ; Linear Matrix Inequalities(LMIs)
• 会议召开时间：2017-07-26
• 会议录名称：第36届中国控制会议论文集（A）
• 英文会议录名称：Proceedings of the 36th Chinese Control Conference（A）
• 语种：英文
• 分类号：O211.62;TN713
• 学会代码：KZLL
• 会议名称：第36届中国控制会议
• 会议地点：中国辽宁大连
• 主办单位：中国自动化学会控制理论专业委员会
• 学会名称：中国自动化学会控制理论专业委员会
• 页数：6
• 文件大小：251k
• 原文格式：D
• 会议级别：全国

摘要

This paper studies the problem of H_∞ filter design for continuous-time nonhomogeneous markov jump systems.The time-varying transition probabilities in continuous-time domain are considered to be in a polytopic type. By constructing a Lyapunov function and fully considering the information of filter parameters, the stochastic stability and a prescribed H_∞ performance index are guaranteed in terms of Linear Matrix Inequalities(LMIs). A numerical example and an example of a mechanical system are provided to illustrate the feasibility and the effectiveness of the proposed approach.
This paper studies the problem of H_∞ filter design for continuous-time nonhomogeneous markov jump systems.The time-varying transition probabilities in continuous-time domain are considered to be in a polytopic type. By constructing a Lyapunov function and fully considering the information of filter parameters, the stochastic stability and a prescribed H_∞ performance index are guaranteed in terms of Linear Matrix Inequalities(LMIs). A numerical example and an example of a mechanical system are provided to illustrate the feasibility and the effectiveness of the proposed approach.

引文

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