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Stochastic observer design for Markovian jump Lur'e differential inclusion system

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Abstract

This paper deals with the observer design for the Lur'e differential inclusion system with Markovian jump parameters. The information of transition probabilities is partially unknown. The stochastic observer is designed to make the error system exponentially stable in mean square. The condition for the existence of the stochastic observer is given by a set of linear matrix inequalities and linear matrix equalities. Finally, the rotor system is simulated to show the effectiveness of the proposed observer.

Original languageEnglish
Title of host publication26th Chinese Control and Decision Conference, CCDC 2014
PublisherIEEE Computer Society
Pages114-118
Number of pages5
ISBN (Print)9781479937066
DOIs
StatePublished - 2014
Externally publishedYes
Event26th Chinese Control and Decision Conference, CCDC 2014 - Changsha, China
Duration: 31 May 20142 Jun 2014

Publication series

Name26th Chinese Control and Decision Conference, CCDC 2014

Conference

Conference26th Chinese Control and Decision Conference, CCDC 2014
Country/TerritoryChina
CityChangsha
Period31/05/142/06/14

Keywords

  • Lur'e differential inclusions
  • Markovian jump parameters
  • Stochastic observer
  • Unknown transition probabilities

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