Exponential H∞ filtering for singular systems with Markovian jump parameters

International Journal of Robust and Nonlinear Control

Volumn 23, Issue 7, 2013, Pages 792-806

  Wang, Guoliang ^a   Zhang, Qingling ^b,c   Yang, Chunyu ^c  

^a LIAONING SHIHUA UNIVERSITY   (China)

^b NORTHEASTERN UNIVERSITY   (China)

^c KEY LABORATORY OF INTEGRATED AUTOMATION OF PROCESS INDUSTRY   (China)

Author keywords

H filter; linear matrix inequalities (LMIs); partially mode dependent filtering; singular Markovian jump systems

Indexed keywords

LINEAR MATRIX INEQUALITY (LMIS); MARKOVIAN JUMP PARAMETERS; MARKOVIAN JUMP SYSTEMS; MODE-DEPENDENT LYAPUNOV FUNCTIONS; STOCHASTIC PROPERTIES; SUFFICIENT CONDITIONS; THEORETICAL RESULT; UNRELIABLE NETWORK;

LINEAR MATRIX INEQUALITIES; LYAPUNOV FUNCTIONS;

MARKOV PROCESSES;

EID: 84875382920     PISSN: 10498923     EISSN: 10991239     Source Type: Journal    
DOI: 10.1002/rnc.2805     Document Type: Article

References (40)

1. Shi P, Boukas EK, Agarwal RK,. Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters. IEEE Transactions on Automatic Control 1999; 44 (8): 1592-1597.
2. Yang FW, Wang ZD, Hung YS,. Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises. IEEE Transactions on Automatic Control 2002; 47 (7): 1179-1183.
3. Blom HAP, Bar-Shalom Y,. The interacting multiple model algorithm for systems with Markovian switching coefficients. IEEE Transactions on Automatic Control 1988; 33 (8): 780-783.
4. Li XR, Jilkov VP,. A survey of maneuvering target tracking: multiple-model methods. IEEE Transactions on Aerospace and Electronic Systems 2005; 41 (4): 1255-1321.
5. Capponi A,. A convex optimization approach to filtering in jump linear systems with state dependent transitions. Automatica 2010; 46 (2): 383-389.
6. Xu SY, Chen TW, Lam J,. Robust H∞ filtering for uncertain Markovian jump systems with mode-dependent time-varying delays. IEEE Transactions on Automatic Control 2003; 48 (5): 900-907.
7. Wang ZD, Lam J, Liu XH,. Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances. IEEE Transactions on Circuits and Systems II: Express Briefs 2004; 51 (5): 262-268.
8. Wang ZD, Lam J, Liu XH,. Robust filtering for discrete-time Markovian jump delay systems. IEEE Transactions Signal Letters 2004; 11 (8): 659-662.
9. 2- L∞ filtering for a class of uncertain nonlinear time-delay systems. IEEE Transactions on Automatic Control 2003; 48 (9): 1661-1666.
10. Xiong JL, Lam J,. Fixed-order robust H∞ filter design for Markovian jump systems with uncertain switching probabilities. IEEE Transactions on Signal Processing 2006; 54 (4): 1421-1430.
11. Goncalves APC, Fioravanti AR, Geromel JC,. H∞ filtering of discrete-time Markov jump systems through linear matrix inequalities. IEEE Transactions on Automatic Control 2009; 54 (6): 1347-1351.
12. Xu SY, Lam J, Mao XR,. Delay-dependent H∞ filtering for uncertain Markovian jump systems with time-varying delays. IEEE Transactions on Circuits and Systems I: Regular Paper 2007; 54 (9): 2070-2077.
13. Wang GL, Zhang QL, Sreeram V,. Design of reduced-order H∞ filtering for Markovian jump systems with mode-dependent time delays. Signal Processing 2009; 89 (2): 187-196.
14. Dai L,. Singular Control Systems, Springer-Verlag: Berlin, 1989.
15. Silva MS, Lima TPD,. Looking for nonnegative solutions of a Leontief dynamic model. Linear Algebra and Applications 2003; 364 (1): 286-316.
16. Muller PC,. Linear Mechanical Descriptor Systems: Identification, Analysis and Design, Pitman: London, 1980.
17. Xu SY, Lam J, Zou Y,. H∞ filtering for singular systems. IEEE Transactions on Automatic Control 2003; 48 (12): 2217-2222.
18. Lee CM, Fong IK,. H∞ optimal singular and normal filter design for uncertain singular systems. IET Control Theory and Application 2007; 1 (1): 119-126.
19. de Souza CE, Barbosa KA, Fu MY,. Robust filtering for uncertain linear discrete-time descriptor systems. Automatica 2007; 44 (3): 792-798.
20. Xu SY, Lam J,. Reduced-order H∞ filtering for singular systems. Systems and Control Letters 2007; 56 (1): 48-57.
21. Yue D, Han QL,. Robust H∞ filter design of uncertain descriptor systems with discrete-time and distributed delays. IEEE Transactions on Signal Processing 2004; 52 (11): 3200-3212.
22. Kim JH,. Delay-dependent robust H∞ filtering for uncertain discrete-time singular systems with interval time-varying delay. Automatica 2010; 46 (3): 591-597.
23. Xu SY, Lam J,. Control and Filtering of Singular Systems, Springer-Verlag: Berlin, 2006.
24. Boukas EK,. Control of Singular Systems with Random Abrupt Changes, Springer-Verlag: Berlin, 2008.
25. de Farias DP, Geromel JC, do Val JBR, Costa OV,. Output feedback control of Markov jump linear system in continuous-time. IEEE Transactions on Automatic Control 2000; 45 (5): 944-947.
26. Mahmoud MS, Shi P,. Robust control for Markovian jump linear discrete-time systems with unknown nonlinearities. IEEE Transactions on Automatic Control 2002; 49 (4): 538-542.
27. Lam J, Shu Z, Xu SY, Boukas EK,. Robust control of descriptor discrete-time Markovian jump systems. International Journal of Control 2007; 80 (3): 374-385.
28. Li L, Ugrinovskii VA,. On necessary and sufficient conditions for H∞ output feedback control of Markov jump linear systems. IEEE Transactions on Automatic Control 2007; 52 (7): 1287-1292.
29. Seiler P, Sengupta R,. A bounded real lemma for jump systems. IEEE Transactions on Automatic Control 2003; 48 (9): 1651-1654.
30. Zhang LQ, Shi Y, Chen TW, Huang B,. A new method for stabilization of networked control systems with random delays. IEEE Transactions on Automatic Control 2005; 50 (8): 1171-1181.
31. Wu J, Chen TW,. Design of networked control systems with packet dropouts. IEEE Transactions on Automatic Control 2007; 52 (7): 1314-1319.
32. Xiong JL, Lam J,. Stabilization of linear systems over networks with bounded packet loss. Automatica 2007; 43 (1): 80-87.
33. Huang D, Nguang SK,. State feedback control of uncertain networked control systems with random time delays. IEEE Transactions on Automatic Control 2008; 53 (3): 829-834.
34. Xiong JL, Lam J,. Stabilization of discrete-time Markovian jump linear systems via time-delayed controllers. Automatica 2006; 42 (5): 747-753.
35. Liu M, Ho DWC, Niu YG,. Stabilization of Markovian jump linear system over networks with random communication delay. Automatica 2009; 45 (2): 461-421.
36. de Souza CE, Trofino A, Barbosa KA,. Mode-independent H∞ filters for Markovian jump linear systems. IEEE Transactions on Automatic Control 2006; 51 (11): 1837-1841.
37. Liu HP, Ho DWC, Sun FC,. Design of H∞ filtering for Markovian jump systems with non-accessible mode information. Automatica 2008; 44 (10): 2655-2660.
38. Wu ZG, Su HY, Chu J,. H∞ filtering for singular Markovian jump systems with time delay. International Journal of Robust and Nonlinear Control 2009; 20 (8): 939-957.
39. Klebaner FC,. Introduction to Stochastic Calculus with Applications, Imperial College Press: London, 1998.
40. Zak SH,. On the stabilization and observation of nonlinear uncertain dynamic systems. IEEE Transactions on Automatic Control 1990; 35 (5): 604-607.