Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties
| dc.contributor.author | Yin, Y. | |
| dc.contributor.author | Shi, P. | |
| dc.contributor.author | Liu, F. | |
| dc.contributor.author | Teo, Kok Lay | |
| dc.date.accessioned | 2017-01-30T13:17:49Z | |
| dc.date.available | 2017-01-30T13:17:49Z | |
| dc.date.created | 2014-05-23T00:56:40Z | |
| dc.date.issued | 2014 | |
| dc.identifier.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. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/30150 | |
| dc.identifier.doi | 10.1016/j.ins.2013.08.058 | |
| dc.description.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. | |
| dc.publisher | Elsevier Inc | |
| dc.subject | Uncertainty | |
| dc.subject | H∞ filtering | |
| dc.subject | Nonhomogeneous Markov jump system | |
| dc.subject | Discrete-time | |
| dc.title | Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties | |
| dc.type | Journal Article | |
| dcterms.source.volume | 259 | |
| dcterms.source.startPage | 118 | |
| dcterms.source.endPage | 127 | |
| dcterms.source.issn | 00200255 | |
| dcterms.source.title | Information Sciences | |
| curtin.department | ||
| curtin.accessStatus | Fulltext not available |