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Article: Robust filtering for discrete-time Markovian jump delay systems

TitleRobust filtering for discrete-time Markovian jump delay systems
Authors
Wang, ZLam, JLiu, X
Issue Date2004
PublisherI E E E. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=97
Citation
Ieee Signal Processing Letters, 2004, v. 11 n. 8, p. 659-662 How to Cite?
DOI: http://dx.doi.org/10.1109/LSP.2004.831729
AbstractIn this letter, we study the robust filtering problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties, time-delay in the state, and Markovian jump parameters in all system matrices. A filter is designed to guarantee that the dynamics of the estimation error is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. It is shown that the problem addressed can be solved in terms of the solutions to a set of coupled matrix Riccati-like inequalities. © 2004 IEEE.
Persistent Identifierhttp://hdl.handle.net/10722/43008
ISSN
1070-9908
2023 Impact Factor: 3.2
2023 SCImago Journal Rankings: 1.271
ISI Accession Number ID
WOS:000222838800004
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorWang, Zen_HK
dc.contributor.authorLam, Jen_HK
dc.contributor.authorLiu, Xen_HK
dc.date.accessioned2007-03-23T04:36:48Z-
dc.date.available2007-03-23T04:36:48Z-
dc.date.issued2004en_HK
dc.identifier.citationIeee Signal Processing Letters, 2004, v. 11 n. 8, p. 659-662en_HK
dc.identifier.issn1070-9908en_HK
dc.identifier.urihttp://hdl.handle.net/10722/43008-
dc.description.abstractIn this letter, we study the robust filtering problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties, time-delay in the state, and Markovian jump parameters in all system matrices. A filter is designed to guarantee that the dynamics of the estimation error is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. It is shown that the problem addressed can be solved in terms of the solutions to a set of coupled matrix Riccati-like inequalities. © 2004 IEEE.en_HK
dc.format.extent173135 bytes-
dc.format.extent35328 bytes-
dc.format.mimetypeapplication/pdf-
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dc.languageengen_HK
dc.publisherI E E E. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=97en_HK
dc.relation.ispartofIEEE Signal Processing Lettersen_HK
dc.rights©2004 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.titleRobust filtering for discrete-time Markovian jump delay systemsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1070-9908&volume=11&issue=8&spage=659&epage=662&date=2004&atitle=Robust+filtering+for+discrete-time+Markovian+jump+delay+systemsen_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.doi10.1109/LSP.2004.831729en_HK
dc.identifier.scopuseid_2-s2.0-3543117919en_HK
dc.identifier.hkuros102290-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-3543117919&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume11en_HK
dc.identifier.issue8en_HK
dc.identifier.spage659en_HK
dc.identifier.epage662en_HK
dc.identifier.isiWOS:000222838800004-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridWang, Z=7410037481en_HK
dc.identifier.scopusauthoridLam, J=7201973414en_HK
dc.identifier.scopusauthoridLiu, X=18634784100en_HK
dc.identifier.issnl1070-9908-

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