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    Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties

    Access Status
    Fulltext not available
    Authors
    Yin, Y.
    Shi, P.
    Liu, F.
    Teo, Kok Lay
    Date
    2014
    Type
    Journal Article
    
    Metadata
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    Citation
    Yin, Y. and Shi, P. and Liu, F. and Teo, K.L. 2014. Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties. Information Sciences. 259: pp. 118-127.
    Source Title
    Information Sciences
    DOI
    10.1016/j.ins.2013.08.058
    ISSN
    00200255
    URI
    http://hdl.handle.net/20.500.11937/30150
    Collection
    • Curtin Research Publications
    Abstract

    This paper studies the problem of robust H1 filtering for a class of uncertain discrete-time nonhomogeneous Markov jump systems. The time-varying jump transition probability matrix is described by a polytope. By Lyapunov function approach, mode-dependent and variation-dependent H1 filter is designed such that the resulting error dynamic system is stochastically stable and has a prescribed H1 performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.

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