[1]张端金,王钟堃.具有丢包的未知转移概率Markov系统鲁棒H-infinity滤波[J].郑州大学学报(工学版),2021,42(06):1-7.
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具有丢包的未知转移概率Markov系统鲁棒H-infinity滤波()
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《郑州大学学报(工学版)》[ISSN:1671-6833/CN:41-1339/T]

卷:
42
期数:
2021年06期
页码:
1-7
栏目:
出版日期:
2021-11-10

文章信息/Info

Title:
H-infinity Filtering for Robust Markov System with Unknown Transition Probabilities and Packet Dropouts
作者:
张端金王钟堃
文献标志码:
A
摘要:
研究一类具有数据包丢失的部分未知转移概率马尔可夫系统鲁棒滤波问题.假定系统丢包概率服从伯努利分布,基于Delta算子离散化方法构造具有不确定参数的马尔可夫跳变系统及滤波误差模型,引入松弛矩阵变量解决系统矩阵与Lyapunov函数中正定矩阵之间的耦合问题.利用Lyapunov-Krasovskii函数及Schur补引理获得系统渐近稳定的充分条件,证明了系统的H-infinity性能.数值仿真结果证明本文所提方法的有效性
Abstract:
In this paper, the H-infinity filtering problem of a robust Markov system with partially unknown transition probabilities and packet dropouts is investigated . Assuming that the probability of packet dropouts obeys Bernoulli distribution, a Markov jump system with uncertain parameters and the filtering error system are constructed ba<x>sed on the delta operator. A slack matrix variable is introduced to solve the coupling problem between the system matrix and the positive definite matrix in the Lyapunov function. The Lyapunov-Krasovskii function and Schur complement lemma are used to obtain sufficient conditions for the stochastically stability of the system and prove H-infinity performance. Numerical simulation results prove the effectiveness of the method proposed in this paper.
更新日期/Last Update: 2021-12-16