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Robust H∞ Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements
Joint Authors
Niu, Yingjun
Ji, Yindong
Dong, Wei
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-05-28
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Niu, Yingjun& Dong, Wei& Ji, Yindong. 2015. Robust H∞ Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1074418
Modern Language Association (MLA)
Niu, Yingjun…[et al.]. Robust H∞ Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements. Mathematical Problems in Engineering No. 2015 (2015), pp.1-9.
https://search.emarefa.net/detail/BIM-1074418
American Medical Association (AMA)
Niu, Yingjun& Dong, Wei& Ji, Yindong. Robust H∞ Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1074418
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1074418