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Conference Paper: Nonlinear filtering for state delayed systems with Markovian switching
Title | Nonlinear filtering for state delayed systems with Markovian switching |
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Authors | |
Keywords | Linear matrix inequalities Markovian jump systems Nonlinear filtering Nonlinear systems Stochastic exponential stability Time-delay systems |
Issue Date | 2002 |
Publisher | IEEE. |
Citation | The 4th World Congress on Intelligent Control and Automation (WCICA), Shanghai, China, 10-14 June 2002. In Proceedings of the World Congress on Intelligent Control and Automation, 2002, v. 1, p. 231-235 How to Cite? |
Abstract | This 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 Identifier | http://hdl.handle.net/10722/43061 |
ISBN | |
References |
DC Field | Value | Language |
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dc.contributor.author | Wang, Z | en_HK |
dc.contributor.author | Lam, J | en_HK |
dc.contributor.author | Burnham, KJ | en_HK |
dc.date.accessioned | 2007-03-23T04:37:54Z | - |
dc.date.available | 2007-03-23T04:37:54Z | - |
dc.date.issued | 2002 | en_HK |
dc.identifier.citation | The 4th World Congress on Intelligent Control and Automation (WCICA), Shanghai, China, 10-14 June 2002. In Proceedings of the World Congress on Intelligent Control and Automation, 2002, v. 1, p. 231-235 | en_HK |
dc.identifier.isbn | 0-7803-7268-9 | - |
dc.identifier.uri | http://hdl.handle.net/10722/43061 | - |
dc.description.abstract | This 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.extent | 572779 bytes | - |
dc.format.extent | 35328 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/msword | - |
dc.language | eng | en_HK |
dc.publisher | IEEE. | en_HK |
dc.relation.ispartof | Proceedings of the World Congress on Intelligent Control and Automation | en_HK |
dc.rights | ©2002 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.subject | Linear matrix inequalities | en_HK |
dc.subject | Markovian jump systems | en_HK |
dc.subject | Nonlinear filtering | en_HK |
dc.subject | Nonlinear systems | en_HK |
dc.subject | Stochastic exponential stability | en_HK |
dc.subject | Time-delay systems | en_HK |
dc.title | Nonlinear filtering for state delayed systems with Markovian switching | en_HK |
dc.type | Conference_Paper | en_HK |
dc.identifier.email | Lam, J:james.lam@hku.hk | en_HK |
dc.identifier.authority | Lam, J=rp00133 | en_HK |
dc.description.nature | published_or_final_version | en_HK |
dc.identifier.doi | 10.1109/WCICA.2002.1022104 | - |
dc.identifier.scopus | eid_2-s2.0-0036945907 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0036945907&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 1 | en_HK |
dc.identifier.spage | 231 | en_HK |
dc.identifier.epage | 235 | en_HK |
dc.identifier.scopusauthorid | Wang, Z=8229255200 | en_HK |
dc.identifier.scopusauthorid | Lam, J=7201973414 | en_HK |
dc.identifier.scopusauthorid | Burnham, KJ=7007184682 | en_HK |