Fixed-order H? filtering for discrete-time markovian jump linear systems with unobservable jump modes
Fixed-order H? filtering for discrete-time markovian jump linear systems with unobservable jump modes
In practical applications, it is often encountered that the jump modes of a Markovian jump linear system may not be fully accessible to the filter, and thus designing a filter which partially or totally independent of the jump modes becomes significant. In this paper, by virtue of a new stability and Hinfin performance characterization, a novel necessary and sufficient condition for the existence of mode-independent Hinfin filters is established in terms of a set of nonlinear matrix inequalities that possess special properties for computation. Then, two computational approaches are developed to solve the condition. One is based on the solution of a set of linear matrix inequalities (LMIs), and the other is based on the sequential LMI optimization with more computational effort but less conservatism. In addition, a specific property of the feasible solutions enables one to further improve the solvability of these two computational approaches
978-89-956056-2-2
424-429
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Hu, Yuebin
08871633-dbaa-4e7c-9290-585b51afcca0
August 2009
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Hu, Yuebin
08871633-dbaa-4e7c-9290-585b51afcca0
Shu, Zhan, Lam, James and Hu, Yuebin
(2009)
Fixed-order H? filtering for discrete-time markovian jump linear systems with unobservable jump modes.
7th Asian Control Conference (ASCC 2009), Hong Kong, Hong Kong.
26 - 28 Aug 2009.
.
Record type:
Conference or Workshop Item
(Paper)
Abstract
In practical applications, it is often encountered that the jump modes of a Markovian jump linear system may not be fully accessible to the filter, and thus designing a filter which partially or totally independent of the jump modes becomes significant. In this paper, by virtue of a new stability and Hinfin performance characterization, a novel necessary and sufficient condition for the existence of mode-independent Hinfin filters is established in terms of a set of nonlinear matrix inequalities that possess special properties for computation. Then, two computational approaches are developed to solve the condition. One is based on the solution of a set of linear matrix inequalities (LMIs), and the other is based on the sequential LMI optimization with more computational effort but less conservatism. In addition, a specific property of the feasible solutions enables one to further improve the solvability of these two computational approaches
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Published date: August 2009
Venue - Dates:
7th Asian Control Conference (ASCC 2009), Hong Kong, Hong Kong, 2009-08-26 - 2009-08-28
Organisations:
Mechatronics
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Local EPrints ID: 199985
URI: http://eprints.soton.ac.uk/id/eprint/199985
ISBN: 978-89-956056-2-2
PURE UUID: 89ec6b96-01df-4305-88af-d06dd8f69a0d
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Date deposited: 26 Oct 2011 10:17
Last modified: 08 Jan 2022 03:14
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Contributors
Author:
Zhan Shu
Author:
James Lam
Author:
Yuebin Hu
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