Title :
H∞ filtering for nonlinear Markovian jumping systems
Author :
Li, Dapeng ; Ji, Haibo
Author_Institution :
Dept. of Autom., Univ. of Sci. & Technol. of China, China
Abstract :
This paper deals with the robust H∞ filtering problem for the nonlinear systems with Markovian jumpings. A sufficient and necessary condition is presented for designing a nonlinear filter according to the H∞ performance index. The filter design of a certain class of nonlinear Markovian jumping systems in terms of a set of linear Matrix inequalities (LMI) is also addressed. A numerical example is given to illustrate the feasibility of the proposed design method.
Keywords :
Markov processes; filtering theory; linear matrix inequalities; nonlinear filters; nonlinear systems; H∞ filtering; H∞ performance index; LMI; linear Matrix inequalities; nonlinear Markovian jumping systems; nonlinear filter; Automation; Design methodology; Electronic mail; Filtering; Nonlinear equations; Nonlinear filters; Paper technology; Riccati equations; Robustness; Stochastic systems;
Conference_Titel :
Communications and Information Technology, 2005. ISCIT 2005. IEEE International Symposium on
Print_ISBN :
0-7803-9538-7
DOI :
10.1109/ISCIT.2005.1567159
