کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
697779 | 890382 | 2009 | 7 صفحه PDF | دانلود رایگان |
This paper concerns the problem of H∞H∞ estimation for a class of Markov jump linear systems (MJLS) with time-varying transition probabilities (TPs) in discrete-time domain. The time-varying character of TPs is considered to be finite piecewise homogeneous and the variations in the finite set are considered to be of two types: arbitrary variation and stochastic variation, respectively. The latter means that the variation is subject to a higher-level transition probability matrix. The mode-dependent and variation-dependent H∞H∞ filter is designed such that the resulting closed-loop systems are stochastically stable and have a guaranteed H∞H∞ filtering error performance index. Using the idea in the recent studies of partially unknown TPs for the traditional MJLS with homogeneous TPs, a generalized framework covering the two kinds of variations is proposed. A numerical example is presented to illustrate the effectiveness and potential of the developed theoretical results.
Journal: Automatica - Volume 45, Issue 11, November 2009, Pages 2570–2576