Extended ℋ∞ Estimation for Two-Dimensional Markov Jump Systems under Asynchronous Switching

Abstract EN

This paper is concerned with the problem of designing ℋ∞ filters for a class of two-dimensional (2D) Markov jump systems under asynchronous switching.

The problem under consideration is primarily motivated by a realistic situation that the switching of candidate filters may have a lag to the switching of system modes.

Different from conventional techniques, by a suitable augmentation, the jumping process of the error system is represented by a two-component Markov chain.

Then, the extended transition probabilities are provided for the error system.

A stochastic Lyapunov function approach is proposed for the design of desired filters that ensure a prescribed ℋ∞ performance for admissible asynchronous switching.

Finally, a numerical example is given to illustrate the effectiveness of the developed method.