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https://hdl.handle.net/2440/118293
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Type: | Journal article |
Title: | Two-dimensional peak-to-peak filtering for stochastic Fornasini-Marchesini systems |
Author: | Ahn, C. Shi, P. Basin, M. |
Citation: | IEEE Transactions on Automatic Control, 2018; 63(5):1472-1479 |
Publisher: | IEEE |
Issue Date: | 2018 |
ISSN: | 0018-9286 1558-2523 |
Statement of Responsibility: | Choon Ki Ahn, Peng Shi and Michael V. Basin |
Abstract: | This paper is concerned with the problem of two-dimensional (2-D) stochastic peak-to-peak filter design for Fornasini-Marchesini local state-space (FM LSS) systems with state-multiplicative noise. First, a novel sufficient condition is established, which guarantees that the underlying FM LSS system is stochastically mean-square stable with 2-D stochastic peak-to-peak performance. A deterministic FM LSS system case is also discussed. Subsequently, based on the result, a new 2-D stochastic peak-to-peak filter of general form is designed for FM LSS systems with state-multiplicative noise. Finally, a numerical example is presented to show the effectiveness of the proposed 2-D stochastic peak-to-peak filter. |
Keywords: | Fornasini-Marchesini local state-space (FM LSS) model; stochastic peak-to-peak filtering; two-dimensional (2-D) systems |
Rights: | © 2017 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission. See http://www.ieee.org/publications standards/publications/rights/index.html for more information. |
DOI: | 10.1109/TAC.2017.2747761 |
Grant ID: | http://purl.org/au-research/grants/arc/DP170102644 |
Published version: | http://dx.doi.org/10.1109/tac.2017.2747761 |
Appears in Collections: | Aurora harvest 3 Electrical and Electronic Engineering publications |
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