Improved H∞ filtering for continuous Markov jump linear systems

Mou Quan Shen; Guang Hong Yang

doi:10.1109/CCA.2009.5281135

Improved H_∞ filtering for continuous Markov jump linear systems

Mou Quan Shen, Guang Hong Yang

Northeastern University China

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

This paper investigates the problem of H_∞ filter design for a class of continuous Markov jump linear systems (MJLSs) with no-accessible jump mode. A new version of bound real lemma (BRL) which can guarantee the performance and the stochastically stability for MJLSs is proposed. Then, based on the BRL, a new approach for H_∞ filtering is given. Compared with the existing design methods, more slack variables, which could lead to reduce conservativeness and give better H_∞ performance, are introduced in the proposed approach. Furthermore, the whole design procedure can be accomplished by solving a set of linear matrix inequalities (LMIs). Finally, the effectiveness of the proposed H_∞ filtering approach can be illustrated by numerical examples.

Original language	English
Title of host publication	2009 IEEE International Conference on Control Applications, CCA '09
Pages	1443-1448
Number of pages	6
DOIs	https://doi.org/10.1109/CCA.2009.5281135
State	Published - 2009
Externally published	Yes
Event	2009 IEEE International Conference on Control Applications, CCA '09 - Saint Petersburg, Russian Federation Duration: 8 Jul 2009 → 10 Jul 2009

Publication series

Name	Proceedings of the IEEE International Conference on Control Applications

Conference

Conference	2009 IEEE International Conference on Control Applications, CCA '09
Country/Territory	Russian Federation
City	Saint Petersburg
Period	8/07/09 → 10/07/09

Access to Document

10.1109/CCA.2009.5281135

Cite this

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title = "Improved H∞ filtering for continuous Markov jump linear systems",

abstract = "This paper investigates the problem of H∞ filter design for a class of continuous Markov jump linear systems (MJLSs) with no-accessible jump mode. A new version of bound real lemma (BRL) which can guarantee the performance and the stochastically stability for MJLSs is proposed. Then, based on the BRL, a new approach for H∞ filtering is given. Compared with the existing design methods, more slack variables, which could lead to reduce conservativeness and give better H∞ performance, are introduced in the proposed approach. Furthermore, the whole design procedure can be accomplished by solving a set of linear matrix inequalities (LMIs). Finally, the effectiveness of the proposed H∞ filtering approach can be illustrated by numerical examples.",

author = "Shen, {Mou Quan} and Yang, {Guang Hong}",

year = "2009",

doi = "10.1109/CCA.2009.5281135",

language = "英语",

isbn = "9781424446025",

series = "Proceedings of the IEEE International Conference on Control Applications",

pages = "1443--1448",

booktitle = "2009 IEEE International Conference on Control Applications, CCA '09",

note = "2009 IEEE International Conference on Control Applications, CCA '09 ; Conference date: 08-07-2009 Through 10-07-2009",

}

Shen, MQ & Yang, GH 2009, Improved H_∞ filtering for continuous Markov jump linear systems. in 2009 IEEE International Conference on Control Applications, CCA '09., 5281135, Proceedings of the IEEE International Conference on Control Applications, pp. 1443-1448, 2009 IEEE International Conference on Control Applications, CCA '09, Saint Petersburg, Russian Federation, 8/07/09. https://doi.org/10.1109/CCA.2009.5281135

Improved H_∞ filtering for continuous Markov jump linear systems. / Shen, Mou Quan; Yang, Guang Hong.
2009 IEEE International Conference on Control Applications, CCA '09. 2009. p. 1443-1448 5281135 (Proceedings of the IEEE International Conference on Control Applications).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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