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filtering for piecewise homogeneous Markovian jump nonlinear systems

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  • Feng Zhao
  • Qingling Zhang
  • Guoliang Wang

Abstract

This paper concerns the problem of H∞ filtering for piecewise homogeneous Markovian jump nonlinear systems. Different from the existing studies in the literatures, the existence of variations in transition rates for Markovian jump nonlinear systems is considered. The purpose of the paper is to design mode-dependent and mode-independent filters, such that the dynamics of the filtering errors are stochastic integral input-to-state stable with H∞ performance index. Using the linear matrix inequality method and the Lyapunov functional method, sufficient conditions for the solution to the H∞ filtering problem are derived. Finally, three examples are proposed to illustrate the effectiveness of the given theoretical results.

Suggested Citation

  • Feng Zhao & Qingling Zhang & Guoliang Wang, 2016. "filtering for piecewise homogeneous Markovian jump nonlinear systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(13), pages 3258-3271, October.
    • Handle: RePEc:taf:tsysxx:v:47:y:2016:i:13:p:3258-3271
    DOI: 10.1080/00207721.2015.1116638
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    References listed on IDEAS

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    1. Xiuming Yao & Ligang Wu & Wei Zheng & Changhong Wang, 2011. "Robust ℋ filtering of Markovian jump stochastic systems with uncertain transition probabilities," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(7), pages 1219-1230.
    2. Wang, Guoliang & Zhang, Qingling & Yang, Chunyu & Su, Chengli, 2015. "Stabilization of continuous-time randomly switched systems via the LMI approach," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 527-538.
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    Cited by:

    1. Zhai, Ding & Lu, An-Yang & Dong, Jiuxiang & Zhang, Qing-Ling, 2016. "Asynchronous H∞ filtering for 2D discrete Markovian jump systems with sensor failure," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 60-79.

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