Robust H∞ Filtering for Markov Jump Systems with Unknown Transition Probabilities and Packet Dropouts
[1]Zhang Duanjin,Wang Zhongzheng,Robust H∞ Filtering for Markov Jump Systems with Unknown Transition Probabilities and Packet Dropouts[J].Journal of Zhengzhou University (Engineering Science),2021,42(06):1-7.[doi:10.13705/j.issn.1671-6833.2021.04.007]
Copy
Journal of Zhengzhou University (Engineering Science)[ISSN
1671-6833/CN
41-1339/T] Volume:
42
Number of periods:
2021 06
Page number:
1-7
Column:
Public date:
2021-11-10
- Title:
- Robust H∞ Filtering for Markov Jump Systems with Unknown Transition Probabilities and Packet Dropouts
- CLC:
- -
- DOI:
- 10.13705/j.issn.1671-6833.2021.04.007
- Abstract:
- The robust H∞filtering problem of Markov jump systems with partly unknown transition probabilities and packet dropouts was investigated. Assuming that the probability of packet dropouts would obey Bernoulli distribution, a discrete-time Markov jump system with uncertain parameters and mode-dependent full-order filter were constructed based on the Delta operator. The slack matrix variables were introduced to solve the cross coupling between the system matrices and the Lyapunov positive matrices. The Lyapunov function, Schur complement and linear matrix inequalities were used to obtain sufficient conditions for the system to be stochastically stable and satisfy H∞ performance. The optimal H∞ performance index of the Delta operator system and the shifting operator system were obtained respectively with the known probability of packet dropouts. When the probability of the packet dropouts were lower, the robust performance as well as the optimal H∞ performance of Delta operator system were better than the shift operator system. Numerical simulation proved that the method proposed in this paper not only was effective and feasible, but also had certain advantages.
- References:
- -
- Similar References:
Memo
-
Last Update:
2021-12-16