Robust H∞ Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements
The problem of robust H∞ filtering is investigated for discrete-time Markov jump linear system (DMJLS) with uncertain parameters and missing measurements. The missing measurements process is modelled as a Bernoulli distributed sequence. A robust H∞ filter is designed and sufficient conditions are es...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2015-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/671491 |
| Summary: | The problem of robust H∞ filtering is investigated for discrete-time Markov jump linear system (DMJLS) with uncertain parameters and missing measurements. The missing measurements process is modelled as a Bernoulli distributed sequence. A robust H∞ filter is designed and sufficient conditions are established in terms of linear matrix inequalities via a mode-dependent Lyapunov function approach, such that, for all admissible uncertain parameters and missing measurements, the resulting filtering error system is robustly stochastically stable and a guaranteed H∞ performance constraint is achieved. Furthermore, the optimal H∞ performance index is subsequently obtained by solving a convex optimisation problem and the missing measurements effects on the H∞ performance are evaluated. A numerical example is given to illustrate the feasibility and effectiveness of the proposed filter. |
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| ISSN: | 1024-123X 1563-5147 |