Hâˆž filter design of stochastic Markovian jump delay systems

Yun Chen; Wei Xing Zheng

doi:10.1109/CCDC.2012.6244063

Hâˆž filter design of stochastic Markovian jump delay systems

Yun Chen
, Wei Xing Zheng

School of Computer, Data & Mathematical Sciences

Research output: Chapter in Book / Conference Paper › Conference Paper › peer-review

4 Citations (Scopus)

Abstract

The problem of Hâˆž filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an Hâˆž filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.

Original language	English
Title of host publication	Proceedings of the 24th Chinese Control and Decision Conference (CCDC), 23 -25 May 2012, Taiyuan, China
Publisher	IEEE Industrial Electronics
Pages	417-422
Number of pages	6
ISBN (Print)	9781457720727
DOIs	https://doi.org/10.1109/CCDC.2012.6244063
Publication status	Published - 2012
Event	Chinese Control and Decision Conference - Duration: 23 May 2012 → …

Conference

Conference	Chinese Control and Decision Conference
Period	23/05/12 → …

Keywords

Markov processes
Markovian jump systems
jump processes
stochastic systems

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10.1109/CCDC.2012.6244063

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title = "H{\^a}ˆ{\v z} filter design of stochastic Markovian jump delay systems",

abstract = "The problem of H{\^a}ˆ{\v z} filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an H{\^a}ˆ{\v z} filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.",

keywords = "Markov processes, Markovian jump systems, jump processes, stochastic systems",

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

year = "2012",

doi = "10.1109/CCDC.2012.6244063",

language = "English",

isbn = "9781457720727",

pages = "417--422",

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publisher = "IEEE Industrial Electronics",

note = "Chinese Control and Decision Conference ; Conference date: 23-05-2012",

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TY - GEN

T1 - Hâˆž filter design of stochastic Markovian jump delay systems

AU - Chen, Yun

AU - Zheng, Wei Xing

PY - 2012

Y1 - 2012

N2 - The problem of Hâˆž filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an Hâˆž filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.

AB - The problem of Hâˆž filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an Hâˆž filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.

KW - Markov processes

KW - Markovian jump systems

KW - jump processes

KW - stochastic systems

UR - http://handle.uws.edu.au:8081/1959.7/519416

UR - http://www.ccdc.neu.edu.cn/CCDC2012/index.html

U2 - 10.1109/CCDC.2012.6244063

DO - 10.1109/CCDC.2012.6244063

M3 - Conference Paper

SN - 9781457720727

SP - 417

EP - 422

BT - Proceedings of the 24th Chinese Control and Decision Conference (CCDC), 23 -25 May 2012, Taiyuan, China

PB - IEEE Industrial Electronics

T2 - Chinese Control and Decision Conference

Y2 - 23 May 2012

ER -

Hâˆž filter design of stochastic Markovian jump delay systems

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