Fixed-order robust H/sub /spl infin// filter design for Markovian jump systems with uncertain switching probabilities |
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Authors: | Junlin Xiong Lam J. |
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Affiliation: | Dept. of Mech. Eng., Univ. of Hong Kong, China; |
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Abstract: | This paper discusses the fixed-order robust H/sub /spl infin// filtering problem for a class of Markovian jump linear systems with uncertain switching probabilities. The uncertainties under consideration are assumed to be norm-bounded in the system matrices and to be elementwise bounded in the mode transition rate matrix, respectively. First, a criterion based on linear matrix inequalities is provided for testing the H/sub /spl infin// filtering level of a filter over all the admissible uncertainties. Then, a sufficient condition for the existence of the fixed-order robust H/sub /spl infin// filters is established in terms of the solvability of a set of linear matrix inequalities with equality constraints. To determine the filter, a globally convergent algorithm involving convex optimization is suggested. Finally, a numerical example is used to illustrate that the developed theory is more effective than the existing results. |
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