Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6858387 | Information Sciences | 2014 | 10 Pages |
Abstract
This paper studies the problem of robust Hâ filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent Hâ filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed Hâ performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.
Keywords
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Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Yanyan Yin, Peng Shi, Fei Liu, Kok Lay Teo,