Premium
Robust reliable dissipative filtering for Markovian jump nonlinear systems with uncertainties
Author(s) -
Sakthivel Rathinasamy,
Sathishkumar M.,
Mathiyalagan Kalidass,
Marshal Anthoni S.
Publication year - 2017
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.2680
Subject(s) - dissipative system , control theory (sociology) , filter (signal processing) , nonlinear system , mathematics , linear matrix inequality , filter design , polytope , passivity , filtering problem , lyapunov function , matrix (chemical analysis) , set (abstract data type) , computer science , mathematical optimization , control (management) , physics , engineering , artificial intelligence , materials science , discrete mathematics , quantum mechanics , electrical engineering , composite material , computer vision , programming language
Summary This paper investigates the problem of robust reliable dissipative filtering for a class of Markovian jump nonlinear systems with uncertainties and time‐varying transition probability matrix described by a polytope. Our main attention is focused on the design of a reliable dissipative filter performance for the filtering error system such that the resulting error system is stochastically stable and strictly ( Q , S , R ) dissipative. By introducing a novel augmented Lyapunov–Krasovskii functional, a new set of sufficient conditions is obtained for the existence of reliable dissipative filter design in terms of linear matrix inequalities (LMIs). More precisely, a sufficient LMI condition is derived for reliable dissipative filtering that unifies the conditions for filtering with passivity and H ∞ performances. Moreover, the filter gains are characterized in terms of solution to a set of linear matrix inequalities. Finally, two numerical examples are provided to demonstrate the effectiveness and potential of the proposed design technique. Copyright © 2016 John Wiley & Sons, Ltd.