TY - JOUR
T1 - Design of H∞ filter for Markov jumping linear systems with non-accessible mode information
AU - Liu, Huaping
AU - Ho, Daniel W.C.
AU - Sun, Fuchun
PY - 2008/10
Y1 - 2008/10
N2 - For Markov jumping linear systems (MJLS), it is often encountered that the jumping mode cannot be accessible for filtering. Therefore it is strongly desirable to design a filter which is independent of the jumping model. In this paper, a new deterministic filter design procedure is proposed, which shows less conservatism than existing results. The whole design procedure can be accomplished by solving a set of linear matrix inequalities (LMIs). Finally, numerical examples are given to illustrate the effectiveness of the proposed approach. © 2008 Elsevier Ltd. All rights reserved.
AB - For Markov jumping linear systems (MJLS), it is often encountered that the jumping mode cannot be accessible for filtering. Therefore it is strongly desirable to design a filter which is independent of the jumping model. In this paper, a new deterministic filter design procedure is proposed, which shows less conservatism than existing results. The whole design procedure can be accomplished by solving a set of linear matrix inequalities (LMIs). Finally, numerical examples are given to illustrate the effectiveness of the proposed approach. © 2008 Elsevier Ltd. All rights reserved.
KW - H∞ filter
KW - Linear matrix inequality (LMI)
KW - Markov jumping linear systems
KW - Non-accessible mode information
UR - http://www.scopus.com/inward/record.url?scp=52949139037&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-52949139037&origin=recordpage
U2 - 10.1016/j.automatica.2008.03.011
DO - 10.1016/j.automatica.2008.03.011
M3 - RGC 21 - Publication in refereed journal
SN - 0005-1098
VL - 44
SP - 2655
EP - 2660
JO - Automatica
JF - Automatica
IS - 10
ER -