Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process
dc.contributor.author | Yin, Y. | |
dc.contributor.author | Peng, S. | |
dc.contributor.author | Fei, L. | |
dc.contributor.author | Teo, Kok Lay | |
dc.date.accessioned | 2017-01-30T13:16:53Z | |
dc.date.available | 2017-01-30T13:16:53Z | |
dc.date.created | 2015-01-21T20:00:41Z | |
dc.date.issued | 2015 | |
dc.identifier.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. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/30032 | |
dc.identifier.doi | 10.1080/00207721.2013.792976 | |
dc.description.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. | |
dc.publisher | Taylor & Francis Ltd. | |
dc.subject | time-varying transition probabilities | |
dc.subject | L2 - L∞ filtering | |
dc.subject | nonhomogeneous Markov jump process | |
dc.title | Robust L2 - L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process | |
dc.type | Journal Article | |
dcterms.source.volume | 46 | |
dcterms.source.number | 4 | |
dcterms.source.startPage | 599 | |
dcterms.source.endPage | 608 | |
dcterms.source.issn | 00207721 | |
dcterms.source.title | International Journal of Systems Science | |
curtin.note |
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 | |
curtin.department | Department of Mathematics and Statistics | |
curtin.accessStatus | Open access |