Back to Search
Start Over
Robust H∞ Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements.
- Source :
-
Mathematical Problems in Engineering . 5/28/2015, Vol. 2015, p1-9. 9p. - Publication Year :
- 2015
-
Abstract
- The problem of robust H∞ filtering is investigated for discrete-time Markov jump linear system (DMJLS) with uncertain parameters and missing measurements. The missing measurements process is modelled as a Bernoulli distributed sequence. A robust H∞ filter is designed and sufficient conditions are established in terms of linear matrix inequalities via a mode-dependent Lyapunov function approach, such that, for all admissible uncertain parameters and missing measurements, the resulting filtering error system is robustly stochastically stable and a guaranteed H∞ performance constraint is achieved. Furthermore, the optimal H∞ performance index is subsequently obtained by solving a convex optimisation problem and the missing measurements effects on the H∞ performance are evaluated. A numerical example is given to illustrate the feasibility and effectiveness of the proposed filter. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 1024123X
- Volume :
- 2015
- Database :
- Academic Search Index
- Journal :
- Mathematical Problems in Engineering
- Publication Type :
- Academic Journal
- Accession number :
- 109250550
- Full Text :
- https://doi.org/10.1155/2015/671491