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Improved state estimation for Markovian jumping systems with time delay and partial information on transition probabilities
Author(s) -
Zhang Yan,
Lou Ke,
Ge Yuan,
Zhang ChuanKe
Publication year - 2016
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.2242
Subject(s) - upper and lower bounds , stability (learning theory) , state (computer science) , jumping , mathematics , markov process , stability criterion , control theory (sociology) , term (time) , computer science , mathematical optimization , algorithm , statistics , control (management) , mathematical analysis , physiology , machine learning , artificial intelligence , biology , physics , discrete time and continuous time , quantum mechanics
Summary This paper focuses on the full‐order state estimation problem for continuous‐time Markovian jumping systems with time delay and incomplete transition probabilities. Based on the Lyapunov stability theory, an extended Wirtinger's inequality is used to value the upper bound of integral term by considering the relationship among time delay, its upper, and their difference. At the same time, an extended vector inequality is applied to deal with the accompanying fractions that contain the information of time delay. As a result, an improved stability criterion is derived, and a full‐order state estimates design method is proposed. Finally, two examples are provided to illustrate the merits of the proposed method. Copyright © 2016 John Wiley & Sons, Ltd.