This paper concerns the mode dependent H∞ filter design for continuous Markov jump linear systems. The filter gain to be designed is assumed to have additive variations and the transition probabilities are allowed to be known, uncertain with known bounds and unknown. Attention is focused on the design of a mode dependent nonfragile full order filter, which guarantees the filtering error system to be stochastically stable and has a prescribed H∞ disturbance attenuation performance. Sufficient conditions for the desired filter design are given in the framework of linear matrix inequality. If the filter gain variations become zero and the transition probabilities are completely known, the proposed method is reduced to the standard H∞ filtering results. A numerical examples is given to show the effectiveness of the proposed method.
Nonfragile H∞ Filtering of Continuous Markov Jump Linear Systems With General Transition Probabilities
Contributed by the Dynamic Systems Division of ASME for publication in the JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CONTROL. Manuscript received August 8, 2012; final manuscript received January 9, 2013; published online February 21, 2013. Assoc. Editor: Yang Shi.
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Shen, M., and Yang, G. (February 21, 2013). "Nonfragile H∞ Filtering of Continuous Markov Jump Linear Systems With General Transition Probabilities." ASME. J. Dyn. Sys., Meas., Control. May 2013; 135(3): 031005. https://doi.org/10.1115/1.4023403
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