Robust L₂ − L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process

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dc.contributor.authorYin, Y.
dc.contributor.authorShi, P.
dc.contributor.authorLiu, F.
dc.contributor.authorTeo, K.
dc.date.issued2015
dc.description.abstractThis paper investigates the problem of robust L₂ − L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process. The time-varying transition probabilities which evolve as a nonhomogeneous jump process are described by a polytope, and parameter-dependent and mode-dependent Lyapunov function is constructed for such system, and then a robust L₂ − L∞ filter is designed which guarantees that the resulting error dynamic system is robustly stochastically stable and satisfies a prescribed L₂ − L∞ performance index. A numerical example is given to illustrate the effectiveness of the developed techniques.
dc.description.statementofresponsibilityYanyan Yin, Peng Shi, Fei Liu, Kok Lay Teo
dc.identifier.citationInternational Journal of Systems Science, 2015; 46(4):599-608
dc.identifier.doi10.1080/00207721.2013.792976
dc.identifier.issn0020-7721
dc.identifier.issn1464-5319
dc.identifier.orcidShi, P. [0000-0001-6295-0405] [0000-0001-8218-586X] [0000-0002-0864-552X] [0000-0002-1358-2367] [0000-0002-5312-5435]
dc.identifier.urihttp://hdl.handle.net/2440/101875
dc.language.isoen
dc.publisherTaylor & Francis
dc.rights© 2013 Taylor & Francis
dc.source.urihttps://doi.org/10.1080/00207721.2013.792976
dc.subjectL2 − L∞ filtering, nonhomogeneous Markov jump process, time-varying transition probabilities,
dc.titleRobust L₂ − L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump process
dc.title.alternativeRobust L(2) - L-infinity filtering for a class of dynamical systems with nonhomogeneous Markov jump process
dc.typeJournal article
pubs.publication-statusPublished

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