TY - GEN
T1 - Optimal ℓ2-ℓ∞ filtering for Markovian jump repeated scalar nonlinear systems
AU - Zheng, Zhong
AU - Hu, Zhongrui
AU - Li, Fanbiao
AU - Wu, Ligang
PY - 2014
Y1 - 2014
N2 - This work studies the optimal ℓ2-ℓ∞ filter design problem for discrete-time Markovian jump repeated scalar nonlinear systems. The design focus is full- and reduced-order filters which guarantee the filtering error system to be stochastically stable with a prescribed weighted ℓ2-ℓ∞ performance. Firstly, both the mode dependent Lyapunov function approach and the positive definite diagonally dominant Lyapunov function technique are employed to establish a sufficient condition that guarantees the Markovian jump repeated scalar nonlinear system to be stochastically stable with an induced ℓ2-ℓ∞ disturbance attenuation performance. Secondly, the corresponding full-order filter design is transformed into a convex optimization problem, which can be efficiently handled using standard numerical algorithms. Finally, a numerical example is presented to show the effectiveness of the proposed design.
AB - This work studies the optimal ℓ2-ℓ∞ filter design problem for discrete-time Markovian jump repeated scalar nonlinear systems. The design focus is full- and reduced-order filters which guarantee the filtering error system to be stochastically stable with a prescribed weighted ℓ2-ℓ∞ performance. Firstly, both the mode dependent Lyapunov function approach and the positive definite diagonally dominant Lyapunov function technique are employed to establish a sufficient condition that guarantees the Markovian jump repeated scalar nonlinear system to be stochastically stable with an induced ℓ2-ℓ∞ disturbance attenuation performance. Secondly, the corresponding full-order filter design is transformed into a convex optimization problem, which can be efficiently handled using standard numerical algorithms. Finally, a numerical example is presented to show the effectiveness of the proposed design.
KW - Markovian jump systems
KW - diagonally dominant matrix
KW - filtering
KW - repeated scalar nonlinearity
UR - https://www.scopus.com/pages/publications/84907374779
U2 - 10.1109/ISIE.2014.6864982
DO - 10.1109/ISIE.2014.6864982
M3 - 会议稿件
AN - SCOPUS:84907374779
SN - 9781479923991
T3 - IEEE International Symposium on Industrial Electronics
SP - 2329
EP - 2334
BT - Proceedings - 2014 IEEE 23rd International Symposium on Industrial Electronics, ISIE 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE 23rd International Symposium on Industrial Electronics, ISIE 2014
Y2 - 1 June 2014 through 4 June 2014
ER -