Design of H-infinity filters for Markovian jump delayed systems

Yun Chen; Wei Xing Zheng

Design of H-infinity filters for Markovian jump delayed systems

School of Computer, Data & Mathematical Sciences

Research output: Chapter in Book / Conference Paper › Conference Paper

Abstract

This paper considers the problem of Hâˆž filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an Hâˆž performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based Hâˆž filter, which ensures the stochastic stability of the filtering error system with a prescribed Hâˆž disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed Hâˆž filter.

Original language	English
Title of host publication	Proceedings of the 10th International Conference on Signal Processing, held in Beijing, China, 24-28 Oct, 2010
Publisher	IEEE Press
Pages	267-270
Number of pages	4
ISBN (Print)	9781424458974
Publication status	Published - 2010
Event	International Conference on Signal Processing - Duration: 1 Jan 2010 → …

Conference

Conference	International Conference on Signal Processing
Period	1/01/10 → …

Keywords

Markov spectrum
stability and control

Cite this

@inproceedings{a86d2a00a9cd454f81169b14d5e6ce3b,

title = "Design of H-infinity filters for Markovian jump delayed systems",

abstract = "This paper considers the problem of H{\^a}ˆ{\v z} filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an H{\^a}ˆ{\v z} performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based H{\^a}ˆ{\v z} filter, which ensures the stochastic stability of the filtering error system with a prescribed H{\^a}ˆ{\v z} disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed H{\^a}ˆ{\v z} filter.",

keywords = "Markov spectrum, stability and control",

author = "Yun Chen and Zheng, {Wei Xing}",

year = "2010",

language = "English",

isbn = "9781424458974",

pages = "267--270",

booktitle = "Proceedings of the 10th International Conference on Signal Processing, held in Beijing, China, 24-28 Oct, 2010",

publisher = "IEEE Press",

note = "International Conference on Signal Processing ; Conference date: 01-01-2010",

}

TY - GEN

T1 - Design of H-infinity filters for Markovian jump delayed systems

AU - Chen, Yun

AU - Zheng, Wei Xing

PY - 2010

Y1 - 2010

N2 - This paper considers the problem of Hâˆž filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an Hâˆž performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based Hâˆž filter, which ensures the stochastic stability of the filtering error system with a prescribed Hâˆž disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed Hâˆž filter.

AB - This paper considers the problem of Hâˆž filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an Hâˆž performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based Hâˆž filter, which ensures the stochastic stability of the filtering error system with a prescribed Hâˆž disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed Hâˆž filter.

KW - Markov spectrum

KW - stability and control

UR - http://handle.uws.edu.au:8081/1959.7/504641

M3 - Conference Paper

SN - 9781424458974

SP - 267

EP - 270

BT - Proceedings of the 10th International Conference on Signal Processing, held in Beijing, China, 24-28 Oct, 2010

PB - IEEE Press

T2 - International Conference on Signal Processing

Y2 - 1 January 2010

ER -

Design of H-infinity filters for Markovian jump delayed systems

Abstract

Conference

Keywords

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