H∞ filtering for markovian jump linear systems with mode partial information
| Autor: | Marcos G. Todorov, C. C. Graciani Rodrigues, Marcelo D. Fragoso |
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| Rok vydání: | 2016 |
| Předmět: |
0209 industrial biotechnology
Markov chain Detector Linear system Markov process Context (language use) 02 engineering and technology Filter (signal processing) Filter design symbols.namesake 020901 industrial engineering & automation Control theory 0202 electrical engineering electronic engineering information engineering symbols Applied mathematics Symmetric matrix 020201 artificial intelligence & image processing Mathematics |
| Zdroj: | CDC |
| Popis: | The goal of this paper is to present new results for H ∞ filtering for continuous-time Markov jump linear systems with partial information on the jumping parameter. The central hypothesis considered here is the existence of a suitable detector which provides measurements of the Markov chain. This detector-based approach allows us to treat the case with complete observations, no information and cluster observations of the jumping process. The main result comprises a method for designing a mean square stable linear H ∞ filter by using the information given by the detector. The proposed filter design is given in terms of linear matrix inequalities. Furthermore, the result is applied to the state estimation of an unmanned aerial vehicle model. |
| Databáze: | OpenAIRE |
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