H  ∞  filtering for a class of stochastic Markovian jump systems with impulsive effects | Zendy

Dong Yuewu | Zendy; Sun Jitao | Zendy; Wu Qidi | Zendy

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H ∞ filtering for a class of stochastic Markovian jump systems with impulsive effects

Author(s) -

Dong Yuewu,

Sun Jitao,

Wu Qidi

Publication year - 2007

Publication title -

international journal of robust and nonlinear control

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.361

H-Index - 106

eISSN - 1099-1239

pISSN - 1049-8923

DOI - 10.1002/rnc.1194

Subject(s) - filter (signal processing) , filtering problem , control theory (sociology) , class (philosophy) , jump , mathematics , markov process , stability (learning theory) , expression (computer science) , matrix (chemical analysis) , computer science , filter design , statistics , control (management) , physics , materials science , quantum mechanics , artificial intelligence , machine learning , composite material , computer vision , programming language

In this paper, we discuss the problem of H ∞ filtering for a class of stochastic Markovian jump systems with impulsive effects. The aim is to design a stochastically stable filter, using the locally sampled measurements, which guarantee both the stochastic stability and a prescribed level of H ∞ performance for the filtering error dynamics. A sufficient condition for the existence of such a filter is given in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is obtained. A numerical example is provided to show the effectiveness of the proposed results. Copyright © 2007 John Wiley & Sons, Ltd.

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