Design of reduced-order H∞ filter for Markovian jumping systems with time delay

被引：76

作者：

Liu, HP ^{[1
]}

Sun, FC

He, KZ

Sun, ZQ

机构：

[1] Tsing Hua Univ, Dept Comp Sci & Technol, State Key Lab Intelligent Technol & Syst, Beijing 100084, Peoples R China

[2] Tsing Hua Univ, Dept Automat, Beijing 100084, Peoples R China

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS | 2004年 / 51卷 / 11期

基金：

中国国家自然科学基金;

关键词：

H infinity filtering; jumping parameters; linear matrix inequality (LMI); reduced-order filters; time delay;

D O I：

10.1109/TCSII.2004.836882

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This brief is concerned with the reduced-order W. filtering problem for Makovian jumping linear systems with time delay, where the jumping parameters are modeled by a discrete-time Markov process. Sufficient conditions for the existence of the reduced-order H-infinity filter are proposed in terms of linear matrix inequalities(LMIs) and a coupling nonconvex matrix rank constraint. In particular, the sufficient conditions for the existence of the zeroth-order (or static) H-infinity filter can be expressed in terms of a set of strict LMIs. The explicit parameterization of the desired filter is also given. Finally, a numerical example is given to illustrate the proposed approach.

引用

页码：607 / 612

页数：6

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