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

Yin, Y.Shi, P.Liu, F.Teo, K.2016-10-182016-10-182015International Journal of Systems Science, 2015; 46(4):599-6080020-77211464-5319http://hdl.handle.net/2440/101875This 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.en© 2013 Taylor & FrancisL2 − L∞ filtering, nonhomogeneous Markov jump process, time-varying transition probabilities,Robust L₂ − L∞ filtering for a class of dynamical systems with nonhomogeneous Markov jump processRobust L(2) - L-infinity filtering for a class of dynamical systems with nonhomogeneous Markov jump processJournal article003001354110.1080/00207721.2013.7929760003433032000032-s2.0-84908133318153849Shi, P. [0000-0001-6295-0405] [0000-0001-8218-586X] [0000-0002-0864-552X] [0000-0002-1358-2367] [0000-0002-5312-5435]