File Download
  Links for fulltext
     (May Require Subscription)
Supplementary

Conference Paper: Nonlinear filtering for state delayed systems with Markovian switching

TitleNonlinear filtering for state delayed systems with Markovian switching
Authors
KeywordsLinear matrix inequalities
Markovian jump systems
Nonlinear filtering
Nonlinear systems
Stochastic exponential stability
Time-delay systems
Issue Date2002
PublisherIEEE.
Citation
Proceedings Of The World Congress On Intelligent Control And Automation (Wcica), 2002, v. 1, p. 231-235 How to Cite?
AbstractThis paper deals with the filtering problem for a general class of nonlinear time-delay systems with Markovian jumping parameters. The nonlinear time-delay stochastic systems may switch from one to the others according to the behavior of a Markov chain. The purpose of the problem addressed is to design a nonlinear full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically exponentially stable in the mean square. Both filter analysis and synthesis problems are investigated. Sufficient conditions are established for the existence of the desired exponential filters, which are expressed in terms of the solutions to a set of Linear Matrix Inequalities (LMIs). The explicit expression of the desired filters is also provided.
Persistent Identifierhttp://hdl.handle.net/10722/43061
ISSN
2015 Impact Factor: 2.624
2015 SCImago Journal Rankings: 2.004
References

 

DC FieldValueLanguage
dc.contributor.authorWang, Zen_HK
dc.contributor.authorLam, Jen_HK
dc.contributor.authorBurnham, KJen_HK
dc.date.accessioned2007-03-23T04:37:54Z-
dc.date.available2007-03-23T04:37:54Z-
dc.date.issued2002en_HK
dc.identifier.citationProceedings Of The World Congress On Intelligent Control And Automation (Wcica), 2002, v. 1, p. 231-235en_HK
dc.identifier.issn1053-587Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/43061-
dc.description.abstractThis paper deals with the filtering problem for a general class of nonlinear time-delay systems with Markovian jumping parameters. The nonlinear time-delay stochastic systems may switch from one to the others according to the behavior of a Markov chain. The purpose of the problem addressed is to design a nonlinear full-order filter such that the dynamics of the estimation error is guaranteed to be stochastically exponentially stable in the mean square. Both filter analysis and synthesis problems are investigated. Sufficient conditions are established for the existence of the desired exponential filters, which are expressed in terms of the solutions to a set of Linear Matrix Inequalities (LMIs). The explicit expression of the desired filters is also provided.en_HK
dc.format.extent572779 bytes-
dc.format.extent35328 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/msword-
dc.languageengen_HK
dc.publisherIEEE.en_HK
dc.relation.ispartofProceedings of the World Congress on Intelligent Control and Automation (WCICA)en_HK
dc.rights©2003 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.en_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subjectLinear matrix inequalitiesen_HK
dc.subjectMarkovian jump systemsen_HK
dc.subjectNonlinear filteringen_HK
dc.subjectNonlinear systemsen_HK
dc.subjectStochastic exponential stabilityen_HK
dc.subjectTime-delay systemsen_HK
dc.titleNonlinear filtering for state delayed systems with Markovian switchingen_HK
dc.typeConference_Paperen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1053-587X&volume=51&issue=9&spage=2321&epage=2328&date=2003&atitle=Nonlinear+filtering+for+state+delayed+systems+with+Markovian+switchingen_HK
dc.identifier.emailLam, J:james.lam@hku.hken_HK
dc.identifier.authorityLam, J=rp00133en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.scopuseid_2-s2.0-0036945907en_HK
dc.identifier.hkuros90663-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0036945907&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume1en_HK
dc.identifier.spage231en_HK
dc.identifier.epage235en_HK
dc.identifier.scopusauthoridWang, Z=8229255200en_HK
dc.identifier.scopusauthoridLam, J=7201973414en_HK
dc.identifier.scopusauthoridBurnham, KJ=7007184682en_HK

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats