Premium
A generalized robust H ∞ filtering for singular Markovian jump systems and its applications
Author(s) -
Wang Guoliang,
Zhang Peng,
Zhang Qingling
Publication year - 2014
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.3072
Subject(s) - control theory (sociology) , filter (signal processing) , mathematics , mode (computer interface) , bounded function , robust control , matrix (chemical analysis) , jump , connection (principal bundle) , computer science , mathematical analysis , control system , control (management) , engineering , physics , artificial intelligence , materials science , electrical engineering , geometry , quantum mechanics , composite material , computer vision , operating system
SUMMARY In this paper, a generalized robust H ∞ filtering method is proposed for a class of singular Markovian jump systems, whose generality is mainly embodied that the desired filter could bear perturbances in terms of uncertainties on its parameter matrices. Firstly, an LMI condition of robust mode‐dependent filter is developed. Based on the given result, a new approach to mode‐independent H ∞ filter is presented, which establishes a direct connection between mode‐dependent and mode‐independent filters. Secondly, when the transition rate matrix is with elementwise bounded uncertainties or partially unknown, sufficient conditions of such robust mode‐dependent and mode‐independent filters are all developed within LMI frameworks. Finally, a numerical example is used to demonstrate the effectiveness of the proposed methods. Copyright © 2013 John Wiley & Sons, Ltd.