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Asynchronous H ∞ filtering of continuous‐time Markov jump systems
Author(s) -
Fang Mei,
Dong Shanling,
Wu ZhengGuang
Publication year - 2019
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.4782
Subject(s) - asynchronous communication , filter (signal processing) , filtering problem , computer science , control theory (sociology) , markov chain , jump , markov process , linear system , lyapunov function , filter design , mathematics , mathematical optimization , nonlinear system , artificial intelligence , statistics , machine learning , telecommunications , computer vision , mathematical analysis , physics , control (management) , quantum mechanics
Summary The paper investigates the asynchronous H ∞ filtering design problem for continuous‐time linear systems with Markov jump. The hidden Markov jump principle is applied to represent the asynchronous situation between the target system and the designed filter. Via a Lyapunov technique, two sufficient conditions are developed to guarantee that the filtering error system is stochastically stable with a prescribed H ∞ noise attenuation level. Furthermore, three filtering design approaches are developed in the form of linear matrix inequalities. Finally, one example is provided to show the effectiveness and feasibility of the developed methods.