Design of H∞ filter for Markov jumping linear systems with non-accessible mode information

Huaping Liu; Daniel W.C. Ho; Fuchun Sun

doi:10.1016/j.automatica.2008.03.011

Design of H∞ filter for Markov jumping linear systems with non-accessible mode information

Huaping Liu
, Daniel W.C. Ho
, Fuchun Sun

Department of Mathematics

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

143 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	2655-2660
Journal	Automatica
Volume	44
Issue number	10
DOIs	https://doi.org/10.1016/j.automatica.2008.03.011
Publication status	Published - Oct 2008

Research Keywords

H∞ filter
Linear matrix inequality (LMI)
Markov jumping linear systems
Non-accessible mode information

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10.1016/j.automatica.2008.03.011

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title = "Design of H∞ filter for Markov jumping linear systems with non-accessible mode information",

abstract = "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. {\textcopyright} 2008 Elsevier Ltd. All rights reserved.",

keywords = "H∞ filter, Linear matrix inequality (LMI), Markov jumping linear systems, Non-accessible mode information",

author = "Huaping Liu and Ho, \{Daniel W.C.\} and Fuchun Sun",

year = "2008",

month = oct,

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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 - https://www.scopus.com/pages/publications/52949139037

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 -

Design of H∞ filter for Markov jumping linear systems with non-accessible mode information

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