Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/242755
Type: Artigo de periódico
Title: H-2 And H-infinity Filter Design For Polytopic Continuous-time Markov Jump Linear Systems With Uncertain Transition Rates
Author: Morais
Cecilia F.; Braga
Marcio F.; Lacerda
Marcio J.; Oliveira
Ricardo C. L. F.; Peres
Pedro L. D.
Abstract: This paper addresses the problems of H-2 and H-infinity full-order filter design for continuous-time Markov jump linear systems subject to uncertainties. Different from the available methods in the literature, the main novelty of the proposed approach is the possibility of computing bounds to the H-2 and H-infinity norms of the augmented system composed by the uncertain Markov jump linear system plus the robust filter through Lyapunov matrices depending polynomially on the uncertainties affecting independently the matrices of each operation mode and the transition rate matrix. By means of a suitable representation of the uncertainties, the proposed filter design conditions are expressed in terms of linear matrix inequality relaxations associated with searches on scalar parameters. As an additional flexibility, the conditions can be used to synthesize filters with partial, complete, or null Markov mode availability. Numerical experiments illustrate that the proposed approach is more general and can be less conservative than the available methods. Copyright (C) 2014 John Wiley & Sons, Ltd.
Subject: Dependent Lyapunov Functions
Accessible Mode Information
Polynomial Systems
Robust Stability
Varying Delay
Probabilities
Relaxations
Lmis
Parameters
Exactness
Country: HOBOKEN
Editor: WILEY-BLACKWELL
Rights: fechado
Identifier DOI: 10.1002/acs.2528
Address: http://onlinelibrary.wiley.com/doi/10.1002/acs.2528/epdf
Date Issue: 2015
Appears in Collections:Unicamp - Artigos e Outros Documentos

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