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>∞</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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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>∞</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>∞</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>∞</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>∞</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/ |
work_keys_str_mv |
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1724193681823498240 |