Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process
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This is an Author's Original Manuscript of an article published by Taylor & Francis in International Journal of Systems Science on 28/04/2013 available online at http://www.tandfonline.com/10.1080/00207721.2013.792976
This paper investigates the problem of robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process. The time-varying transition probabilities which evolve as a nonhomogeneous jump process are described by a polytope, and parameter-dependent and mode-dependent Lyapunov function is constructed for such system, and then a robust L2 -L8 filter is designed which guarantees that the resulting error dynamic system is robustly stochasticallystable and satisfies a prescribed L2 - L∞ performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.
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