Title :
Asynchronous H∞ filtering for a class of two-dimensional markov jump systems [Brief Paper]
Author :
Zhang, Rongting ; Zhang, Ye ; Hu, Chuanmin ; Meng, Max Q.-H. ; He, Qian
Author_Institution :
Shenzhen Inst. of Adv. Technol., Shenzhen, China
Abstract :
This study concerns the problem of asynchronous H∞ filtering in relation to a class of two-dimensional (2D) Markov jump systems. The asynchronous phenomenon is considered to occur in a random way, and the mismatch behaviour is determined by a stochastic variable with Bernoulli random binary distribution. A stochastic parameter-dependent approach is proposed for the design of H∞ filter such that, for any admissible random mismatch, the filtering error system is mean-square asymptotically stable and has a prescribed H∞ performance level. Moreover, a key relationship of the H∞ performance between the results presented and the classical mode-dependent, mode-independent filtering is demonstrated. A numerical example is provided to illustrate the effectiveness and advantage of the developed theoretical results.
Keywords :
H∞ filters; probability; stochastic systems; Bernoulli random binary distribution; H∞ performance; admissible random mismatch; asynchronous H∞ filtering; filtering error system; mean-square asymptotically stable; mode-independent filtering; stochastic parameter-dependent approach; stochastic variable; two-dimensional Markov jump systems;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2011.0451