Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems

This paper investigates the problem of finite-time H<sub>&#x221E;</sub> filtering for uncertain discrete-time Markovian jump systems. The parameter uncertainties in the dynamic systems are modeled to satisfy the norm-bounded condition. The transition probabilities are assumed to be t...

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Main Authors: Lixue Wang, Xiaobin Gao, Shuting Cai, Xiaoming Xiong
Format: Article
Language:English
Published: IEEE 2018-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8466777/
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spelling doaj-f3a2ca3785154ee3b94b7e02cd27ef8c2021-03-29T21:04:27ZengIEEEIEEE Access2169-35362018-01-016525615256910.1109/ACCESS.2018.28705658466777Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump SystemsLixue Wang0https://orcid.org/0000-0002-5144-7916Xiaobin Gao1Shuting Cai2https://orcid.org/0000-0002-2842-6439Xiaoming Xiong3School of Automation, Guangdong University of Technology, Guangzhou, ChinaSchool of Automation, Guangdong University of Technology, Guangzhou, ChinaSchool of Automation, Guangdong University of Technology, Guangzhou, ChinaSchool of Automation, Guangdong University of Technology, Guangzhou, ChinaThis paper investigates the problem of finite-time H<sub>&#x221E;</sub> filtering for uncertain discrete-time Markovian jump systems. The parameter uncertainties in the dynamic systems are modeled to satisfy the norm-bounded condition. The transition probabilities are assumed to be time-varying and described as convex polyhedron. Based on the stochastic finite-time bounded analysis and linear matrix inequality technique, an H filter is designed and sufficient criteria are established, which guarantee the filtering error system to be finite-time bounded in H<sub>&#x221E;</sub> sense. Two examples are presented to demonstrate the usefulness and applicability of the proposed method.https://ieeexplore.ieee.org/document/8466777/Nonhomogeneous Markovian jump systemsfinite-time <italic xmlns:ali="http://www.niso.org/schemas/ali/1.0/" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">H</italic>∞ filteringuncertainty
collection DOAJ
language English
format Article
sources DOAJ
author Lixue Wang
Xiaobin Gao
Shuting Cai
Xiaoming Xiong
spellingShingle Lixue Wang
Xiaobin Gao
Shuting Cai
Xiaoming Xiong
Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems
IEEE Access
Nonhomogeneous Markovian jump systems
finite-time <italic xmlns:ali="http://www.niso.org/schemas/ali/1.0/" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">H</italic>∞ filtering
uncertainty
author_facet Lixue Wang
Xiaobin Gao
Shuting Cai
Xiaoming Xiong
author_sort Lixue Wang
title Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems
title_short Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems
title_full Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems
title_fullStr Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems
title_full_unstemmed Robust Finite-Time <inline-formula> <tex-math notation="LaTeX">$H_{{\infty}}$ </tex-math></inline-formula> Filtering for Uncertain Discrete-Time Nonhomogeneous Markovian Jump Systems
title_sort robust finite-time <inline-formula> <tex-math notation="latex">$h_{{\infty}}$ </tex-math></inline-formula> filtering for uncertain discrete-time nonhomogeneous markovian jump systems
publisher IEEE
series IEEE Access
issn 2169-3536
publishDate 2018-01-01
description This paper investigates the problem of finite-time H<sub>&#x221E;</sub> filtering for uncertain discrete-time Markovian jump systems. The parameter uncertainties in the dynamic systems are modeled to satisfy the norm-bounded condition. The transition probabilities are assumed to be time-varying and described as convex polyhedron. Based on the stochastic finite-time bounded analysis and linear matrix inequality technique, an H filter is designed and sufficient criteria are established, which guarantee the filtering error system to be finite-time bounded in H<sub>&#x221E;</sub> sense. Two examples are presented to demonstrate the usefulness and applicability of the proposed method.
topic Nonhomogeneous Markovian jump systems
finite-time <italic xmlns:ali="http://www.niso.org/schemas/ali/1.0/" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">H</italic>∞ filtering
uncertainty
url https://ieeexplore.ieee.org/document/8466777/
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