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research
Fixed-order H∞ filtering for discrete-time markovian jump linear systems with unobservable jump modes
Authors
S. M. Abrams
H. Bao
+19 more
N. J. Boddicker
S. Carpenter
I. Choi
J. C. M. Dekkers
C. J. Eisley
E. Fritz-Waters
L. Guan
J. E. Koltes
A. Kommadath
P. Liu
H. Loyd
J. K. Lunney
G. S. Plastow
J. M. Reecy
R. R. R. Rowland
Martine Schroyen
N. V. L. Serão
P. Stothard
C. K. Tuggle
Publication date
1 January 2009
Publisher
IEEE.
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Abstract
In practical applications, it is often encountered that the jump modes of a Markovian jump linear system may not be fully accessible to the filter, and thus designing a filter which partially or totally independent of the jump modes becomes significant. In this paper, by virtue of a new stability and H ∞ performance characterization, a novel necessary and sufficient condition for the existence of mode-independent H∞ filters is established in terms of a set of nonlinear matrix inequalities that possess special properties for computation. Then, two com putational approaches are developed to solve the condition. One is based on the solution of a set of linear matrix inequalities (LMIs), and the other is based on the sequential LMI optimization with more computational effort but less conservatism. In addition, a specific property of the feasible solutions enables one to further improve the solvability of these two computational approaches. ©2009 ACA.published_or_final_versionThe 7th Asian Control Conference (ASCC 2009), Hong Kong, China, 27-29 August 2009. In Proceedings of the Asian Control Conference, 2009, p. 424-42
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