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    Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process

    213020.pdf (351.5Kb)
    Access Status
    Open access
    Authors
    Yin, Y.
    Peng, S.
    Fei, L.
    Teo, Kok Lay
    Date
    2015
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Yin, Y. and Peng, S. and Fei, L. and Teo, K.L. 2015. Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process. International Journal of Systems Science. 46 (4): pp. 599-608.
    Source Title
    International Journal of Systems Science
    DOI
    10.1080/00207721.2013.792976
    ISSN
    00207721
    School
    Department of Mathematics and Statistics
    Remarks

    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

    URI
    http://hdl.handle.net/20.500.11937/30032
    Collection
    • Curtin Research Publications
    Abstract

    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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