Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/85291
Type: Artigo de periódico
Title: ℋ2 And ℋ∞ Filter Design For Polytopic Continuous-time Markov Jump Linear Systems With Uncertain Transition Rates
Author: Morais C.F.
Braga M.F.
Lacerda M.J.
Oliveira R.C.L.F.
Peres P.L.D.
Abstract: SUMMARY: This paper addresses the problems of ℋ2 and ℋ∞ 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 ℋ2 and ℋ∞ 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.
Editor: John Wiley and Sons Ltd
Rights: fechado
Identifier DOI: 10.1002/acs.2528
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-84920586403&partnerID=40&md5=297d60deed8e3ae14cb1bafaa38cd371
Date Issue: 2015
Appears in Collections:Unicamp - Artigos e Outros Documentos

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