Reduced-order filtering with energy-to-peak performance for discrete-time Markovian jumping systems

IMA Journal of Mathematical Control and Information

Volumn 21, Issue 2, 2004, Pages 143-158

  Liu, Huaping ^a,b   Sun, Fuchun ^a,b   Sun, Zengqi ^a,b  

^a TSINGHUA UNIVERSITY   (China)

^b State Key Laboratory of Tribology   (China)

Author keywords

Energy to peak performance; Jumping parameters; Linear matrix inequalities; Reduced order filtering

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; KALMAN FILTERING; LINEAR SYSTEMS; MATRIX ALGEBRA; PROBLEM SOLVING; SYSTEM STABILITY;

DISCRETE-TIME MARKOVIAN JUMPING SYSTEMS; ERROR SYSTEMS; LINEAR MATRIX INEQUALITIES; REDUCED-ORDER FILTERING;

MARKOV PROCESSES;

EID: 2942627312     PISSN: 02650754     EISSN: None     Source Type: Journal    
DOI: 10.1093/imamci/21.2.143     Document Type: Article

References (25)

1. ∞ filtering for polytopic uncertain time-delay systems with Markov jumps. Comput. Electric. Engng, 28, 171-193.
2. ∞ control of uncertain Markovian jump systems with time-delay. IEEE Trans. Automat. Control, 45, 77-83.
3. Costa, O. L. V. & Guerra, S. (2002) Robust linear filtering for discrete-time hybrid Markov linear systems. Int. J. Control, 75, 712-727.
4. ∞ filtering for Markovian jump linear systems. Int. J. Syst. Sci, 33, 909-915.
5. ∞ filtering for uncertain systems with multiple time-varying state delays. IEEE Trans. Circuits Syst - I: Fund. Theor. Appl., 50, 594-599.
6. Ghaoui, L. E. & Rami, M. A. (1996) Robust state-space stabilization of jump linear systems via LMIs. Int. J. Robust Nonlinear Control, 6, 1015-1022.
7. Grigoriadis, K. M. & Skelton, R. E. (1996) Low-order control design for LMI problems using alternating projection methods. Automatica, 32, 1117-1125.
8. ∞ filtering via linear matrix inequalities. IEEE Trans. Aero. Electron. Syst., 33, 1326-1338.
9. ∞ control problems: LMI existence conditions and state space formulas. Automatica, 30, 1307-1317.
10. Ji, Y., Chizeck, H. J., Feng, X. & Loparo, K. A. (1991) Stability and control of discrete-time jump linear systems. Control Theory Adv. Tech., 7, 247-270.
11. ∞ filtering. IEEE Trans. Signal Process., 45, 2338-2350.
12. Mhamoud, M. S. & Shi, P. (2002) Robust control for Markovian jump linear discrete-time systems with unknown nonlinearities. IEEE Trans. Circuits Syst - I: Fund. Theor. Appl., 49, 538-542.
13. Mahmoud, M. S. & Shi, P. (2003) Robust Kalman filtering for continuous time-Lag systems with Markovian jump parameters. IEEE Trans. Circuits Syst - I: Fund. Theor. Appl., 50, 98-105.
14. Mahmoud, M. S., Shi, P. & Shi, Y. (2003b) Output feedback stabilization and disturbance attenuation of time-delay jumping systems. IMA J. Math. Control Inf., 20, 179-199.
15. Miller, B. M. & Runggaldier, W. J. (1997) Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process. Syst. Control Lett., 31, 93-102.
16. Nagpal, K., Helmick, R. E. & Sims, C. S. (1987) Reduced-order estimation. Int. J. Control, 45, 1867-1888.
17. ∞ setting. IEEE Trans. Automat. Control, 36, 152-166.
18. ∞ control of large scale jump linear systems via averaging and aggregation. Proc. 34th IEEE Conf. Decision and Control pp. 2574-2579.
19. ∞ optimization estimation: a tutorial. Proc. of the 1992 IEEE Conf. On Decision and Control (Tucson, AZ).
20. Skelton, R., Iwasaki, T. & Grigoriadis, K. (1997) A Unified Algebraic Approach to Linear Control Design. London: Taylor & Francis.
21. Shi, P., Boukas, E. K. & Agarwal, R. K. (1999) Robust control for Markovian jumping discrete-time system. Int. J. Syst. Sci., 30, 787-797.
22. Watson, J. T. & Grigoriadis, K. (1998) Optimal unbiased filtering via linear matrix inequalities. Syst. Control Lett., 35, 111-118.
23. ∞ filtering for stochastic systems. IEEE Trans. on Signal Process., 50, 2998-3007.
24. ∞ model reduction for discrete-time singular systems. Syst. Control Lett., 48, 121-133.
25. 2 filters. Syst. Control Lett., 38, 135-138.