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Conference Paper: Fixed-order H∞ filtering for discrete-time markovian jump linear systems with unobservable jump modes

TitleFixed-order H∞ filtering for discrete-time markovian jump linear systems with unobservable jump modes
Authors
KeywordsFixed-order filter
H∞ filtering
Iterative calculation
Linear matrix inequality (LMI)
Markovian jump linear systems
Mode-independence
Issue Date2009
PublisherIEEE.
Citation
The 7th Asian Control Conference (ASCC 2009), Hong Kong, China, 27-29 August 2009. In Proceedings of the Asian Control Conference, 2009, p. 424-429 How to Cite?
AbstractIn 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.
Persistent Identifierhttp://hdl.handle.net/10722/126285
ISBN
References

 

DC FieldValueLanguage
dc.contributor.authorShu, Zen_HK
dc.contributor.authorLam, Jen_HK
dc.contributor.authorHu, Yen_HK
dc.date.accessioned2010-10-31T12:20:02Z-
dc.date.available2010-10-31T12:20:02Z-
dc.date.issued2009en_HK
dc.identifier.citationThe 7th Asian Control Conference (ASCC 2009), Hong Kong, China, 27-29 August 2009. In Proceedings of the Asian Control Conference, 2009, p. 424-429en_HK
dc.identifier.isbn978-89-956056-9-1-
dc.identifier.urihttp://hdl.handle.net/10722/126285-
dc.description.abstractIn 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.en_HK
dc.languageengen_HK
dc.publisherIEEE.-
dc.relation.ispartofProceedings of the Asian Control Conferenceen_HK
dc.rightsProceedings of the 7th Asian Control Conference. Copyright © IEEE.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.rights©2009 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.-
dc.subjectFixed-order filteren_HK
dc.subjectH∞ filteringen_HK
dc.subjectIterative calculationen_HK
dc.subjectLinear matrix inequality (LMI)en_HK
dc.subjectMarkovian jump linear systemsen_HK
dc.subjectMode-independenceen_HK
dc.titleFixed-order H∞ filtering for discrete-time markovian jump linear systems with unobservable jump modesen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailLam, J:james.lam@hku.hken_HK
dc.identifier.authorityLam, J=rp00133en_HK
dc.description.naturepublished_or_final_version-
dc.identifier.scopuseid_2-s2.0-71449084778en_HK
dc.identifier.hkuros179723en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-71449084778&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.spage424en_HK
dc.identifier.epage429en_HK
dc.description.otherThe 7th Asian Control Conference (ASCC 2009), Hong Kong, China, 27-29 August 2009. In Proceedings of the Asian Control Conference, 2009, p. 424-429-
dc.identifier.scopusauthoridShu, Z=25652150400en_HK
dc.identifier.scopusauthoridLam, J=7201973414en_HK
dc.identifier.scopusauthoridHu, Y=35229898700en_HK

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