Optimal H∞ filtering for singular Markovian jump systems

2018 ◽  
Vol 118 ◽  
pp. 22-28 ◽  
Author(s):  
Chan-eun Park ◽  
Nam Kyu Kwon ◽  
PooGyeon Park
Keyword(s):  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Singular Markovian Jump Systems ◽  
Jump Systems

A Unified Approach to H∞ Control of Singular Markovian Jump Systems

2013 ◽  
Vol 135 (6) ◽  
Author(s):  
Guoliang Wang ◽  
Hongyi Li
Keyword(s):  
Transition Probability ◽  
Markovian Jump Systems ◽  
Linear Matrix ◽  
Markovian Jump ◽  
New Approach ◽  
Control Approach ◽  
Singular Markovian Jump Systems ◽  
Jump Systems ◽  
Bounded Uncertainties ◽  
The Given

This paper considers the H∞ control problem for a class of singular Markovian jump systems (SMJSs), where the jumping signal is not always available. The main contribution of this paper introduces a new approach to a mode-independent (MI) H∞ controller by exploiting the nonfragile method. Based on the given method, a unified control approach establishing a direct connection between mode-dependent (MD) and mode-independent controllers is presented, where both existence conditions are given in terms of linear matrix inequalities. Moreover, another three cases of transition probability rate matrix (TRPM) with elementwise bounded uncertainties, being partially unknown and to be designed are analyzed, respectively. Numerical examples are used to demonstrate the effectiveness of the proposed methods.

Stochastic Admissibility for a Class of Nonlinear Singular Markovian Jump Systems with Time-Delay and Partially Unknown Transition Probabilities

2012 ◽  
Vol 235 ◽  
pp. 254-258 ◽  
Author(s):  
Shao Hua Long ◽  
Shou Ming Zhong
Keyword(s):  
Time Delay ◽  
Transition Probabilities ◽  
Functional Method ◽  
Markovian Jump Systems ◽  
Linear Matrix ◽  
Markovian Jump ◽  
Weighting Matrix ◽  
Singular Markovian Jump Systems ◽  
Jump Systems ◽  
Stochastic Admissibility

The problem of the stochastic admissibility for a class of nonlinear singular Markovian jump systems with time-delay and partially unknown transition probabilities is discussed in this note. The considered singular matrices Er(t) in the discussed system are mode-dependent. By using the free-weighting matrix method and the Lyapunov functional method, a sufficient condition which guarantees the considered system to be stochastically admissible is presented in the form of linear matrix inequalities(LMIs). Finally, a numerical example is given to show the effectiveness of the presented method.

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