A generalized robust H ∞ filtering for singular Markovian jump systems and its applications |
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| Authors: | Guoliang Wang Peng Zhang Qingling Zhang |
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| Affiliation: | 1. School of Information and Control Engineering, Liaoning Shihua University, , Fushun 113001, Liaoning, China;2. Institute of Systems Science, Northeastern University, , Shenyang 110004, Liaoning, China;3. State Key Laboratory of Synthetical Automation for Process Industries, Northeastern University, , Shenyang 110004, Liaoning, China |
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| Abstract: | In this paper, a generalized robust H ∞ filtering method is proposed for a class of singular Markovian jump systems, whose generality is mainly embodied that the desired filter could bear perturbances in terms of uncertainties on its parameter matrices. Firstly, an LMI condition of robust mode‐dependent filter is developed. Based on the given result, a new approach to mode‐independent H ∞ filter is presented, which establishes a direct connection between mode‐dependent and mode‐independent filters. Secondly, when the transition rate matrix is with elementwise bounded uncertainties or partially unknown, sufficient conditions of such robust mode‐dependent and mode‐independent filters are all developed within LMI frameworks. Finally, a numerical example is used to demonstrate the effectiveness of the proposed methods. Copyright © 2013 John Wiley & Sons, Ltd. |
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| Keywords: | singular Markovian jump systems mode‐dependent H ∞ filter mode‐independent H ∞ filter robust H ∞ filter linear matrix inequalities (LMIs) |
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