Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/349236
Type: Artigo
Title: H2 and H∞ filter design for polytopic continuous‐time Markov jump linear systems with uncertain transition rates
Author: Morais, Cecília F.
Braga, Márcio F.
Lacerda, Márcio J.
Oliveira, Ricardo C. L. F.
Peres, Pedro L. D.
Abstract: This paper addresses the problems of urn:x-wiley:acs:media:acs2528:acs2528-math-0005 and urn:x-wiley:acs:media:acs2528:acs2528-math-0006 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 urn:x-wiley:acs:media:acs2528:acs2528-math-0007 and urn:x-wiley:acs:media:acs2528:acs2528-math-0008 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
Subject: Desigualdades matriciais lineares
Country: Reino Unido
Editor: John Wiley & Sons
Rights: Fechado
Identifier DOI: 10.1002/acs.2528
Address: https://onlinelibrary.wiley.com/doi/full/10.1002/acs.2528
Date Issue: 2015
Appears in Collections:FEEC - Artigos e Outros Documentos

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