Robust H∞ filtering for switched stochastic system with missing measurements

IEEE Transactions on Signal Processing

Volumn 57, Issue 9, 2009, Pages 3466-3474

  Zhang, Hao ^a   Chen, Qijun ^a   Yan, Huaicheng ^b   Liu, Junhao ^a  

^a TONGJI UNIVERSITY   (China)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Discrete time switched system; Linear matrix inequalities (LMIs); Missing measurements; Robust H filtering for switched stochastic system with missing measurements filtering; Stochastic system; Switched Lyapunov functional

Indexed keywords

DESIGN APPROACHES; DISCRETE TIME-DELAY SYSTEM; DISCRETE-TIME SWITCHED SYSTEM; EXPONENTIALLY STABLE; FILTERING PROBLEMS; LYAPUNOV FUNCTIONALS; MISSING MEASUREMENTS; NOISE ATTENUATION; NUMERICAL EXAMPLE; ROBUST H; SUFFICIENT CONDITIONS; SWITCHED LYAPUNOV FUNCTION; SWITCHED LYAPUNOV FUNCTIONAL;

CONTINUOUS TIME SYSTEMS; DELAY CONTROL SYSTEMS; DIFFERENTIAL EQUATIONS; LINEAR CONTROL SYSTEMS; LYAPUNOV FUNCTIONS; MEASUREMENTS; STOCHASTIC SYSTEMS; SWITCHING SYSTEMS; TIME DELAY;

LINEAR MATRIX INEQUALITIES;

EID: 69349103648     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2020376     Document Type: Article

References (19)

1. ∞ filtering for stochastic time-delay systems with missing measurements," IEEE Trans. Signal Process., vol. 54, no. 7, pp. 2579-2587, Jul. 2006.
2. ∞ filtering of discrete-time switched systems with state delays via switched Lyapunov function approach," IEEE Trans. Autom. Control, vol. 52, no. 8, pp. 1520-1524, 2007.
3. J. Daafouz, P. Riedinger, and C. Iung, "Stability analyisis and control synthesis for switched systems: A switched Lyapunov function approach," IEEE Trans. Autom. Control, vol. 47, no. 11, pp. 1883-1887, 2002.
4. ∞ filtering for nonlinear singularly perturbed systems with pole placement constraints: An LMI Approach," IEEE Trans. Signal Process., vol. 34, no. 6, pp. 1659-1667, Jun. 2004.
5. H. Gao, J. Lam, and C. Wang, "A delay-dependent approach to robust H ∞ filtering for uncertain discrete-time state-delayed systems," IEEE Trans. Signal Process., vol. 52, no. 6, pp. 1631-1640, Jun. 2004.
6. M. S. Branicky, "Multiple Lyapunov functions and other analysis tools for switched and hybrid systems," IEEE Trans. Autom. Control, vol. 43, no. 4, pp. 475-482, 1998.
7. S. Pettersson and B. Lennartson, "LMI for stability and robustness of hybrid systems," in Proc. Amer. Control Conf., 1997, pp. 1714-1718.
8. Z. D. Sun and S. S. Ge, "Analysis and synthesis of switched linear control systems," Automatica, vol. 41, pp. 181-195, 2005.
9. T. L. Johnson, "Synchronous switching linear systems," in Proc. 24th IEEE Conf. Decision Control, Ft. Lauderdale, FL, 1985, pp. 1699-1700.
10. R. W. Brockett and J. R. Wood, "Electrical networks containing controlled switches," in In Applications of Lie Groups Theory to Nonlinear Networks Problems, Supplement to IEEE Int. Symp. Circuit Theory, San Francisco, CA, 1974, pp. 1-11.
11. H. J. Chizeck, A. S. Willsky, and D. Castanon, "Discrete-time Markovian jump linear quadratic optimal control," Int. J. Control, vol. 43, no. 1, pp. 213-231, 1986.
12. Z. D. Sun and S. S. Ge, "Dynamic output feedback stabilization of a class of switched linear systems," IEEE Trans. Circuits Syst. I, Fundam. Theory Appl., vol. 50, no. 8, pp. 1111-1115, 2003.
13. Z. D. Wang, J. Lam, and X. H. Liu, "Nonlinear filtering for state delayed systems with Markovian switching," IEEE Trans. Signal Process., vol. 51, no. 9, pp. 2321-2328, Sep. 2003.
14. ∞ filtering for uncertain Markovian jump systems with mode-dependent time delays," IEEE Trans. Autom. Control, vol. 48, no. 5, pp. 900-2007, 2003.
15. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Upper Saddle River, NJ: Prentice-Hall, 1979.
16. C. E. de Souza, A. Trofino, and K. A. Barbosa, "Mode-independent H ∞ filters for Markovian jump linear system," IEEE Trans. Autom. Control, vol. 51, no. 11, pp. 1837-1841, 2006.
17. ∞ control for linear systems with Markovian jumping parameters," Control Theory Adv. Technol., vol. 9, pp. 457-466, 1993.
18. ∞ control problems," IEEE Trans. Autom. Control, vol. 34, pp. 831-846, 1989.
19. Y. Ji and H. J. Chizeck, "Controllability, stabilizability and continuous-time Markovian jumping linear quadratic control," IEEE Trans. Autom. Control, vol. 35, pp. 777-788, 1990.