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ℋ︁ ∞ filtering for discrete‐time linear systems with Markovian jumping parameters†
Author(s) -
de Souza Carlos E.,
Fragoso Marcelo D.
Publication year - 2003
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.843
Subject(s) - jumping , control theory (sociology) , filter (signal processing) , markov process , discrete time and continuous time , mathematics , jump , noise (video) , matrix (chemical analysis) , computer science , filtering problem , filter design , statistics , physics , physiology , materials science , control (management) , composite material , quantum mechanics , artificial intelligence , image (mathematics) , computer vision , biology
This paper investigates the problem of ℋ ∞ filtering for discrete‐time linear systems with Markovian jumping parameters. It is assumed that the jumping parameter is available. This paper develops necessary and sufficient conditions for designing a discrete‐time Markovian jump linear filter which ensures a prescribed bound on the ℓ 2 ‐induced gain from the noise signals to the estimation error. The proposed filter design is given in terms of linear matrix inequalities. Copyright © 2003 John Wiley & Sons, Ltd.