Reduced-order filtering for descriptor systems with Markovian switching

Author

Zhang, Xiaomei ; Lu, Guoping ; Zheng, Yufan

Author_Institution

Dept. of Comput. Sci. & Technol., East China Normal Univ., Shanghai, China

Volume

1

fYear

2005

fDate

26-29 June 2005

Firstpage

277

Abstract

This paper deals with the filtering problem for a class of continuous-time descriptor systems with Markovian jumping parameters. The purpose of the problem addressed is to design a reduced-order filter such that the dynamics of each estimation error is guaranteed to be exponentially stable in the mean square. Sufficient conditions for the existence of such reduced-order filters are given, which are described by a set of linear matrix inequalities. An example is presented to illustrate the effectiveness of the proposed method.

Keywords

Markov processes; asymptotic stability; continuous time systems; filtering theory; linear matrix inequalities; mean square error methods; reduced order systems; state estimation; time-varying systems; Markovian jumping parameters; Markovian switching; continuous-time descriptor systems; estimation error; exponential stability; linear matrix inequalities; mean square error; reduced-order filtering; Estimation error; Filtering; Filtration; Linear matrix inequalities; Nonlinear filters; Power system interconnection; Power system modeling; State estimation; Sufficient conditions; Symmetric matrices;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Automation, 2005. ICCA '05. International Conference on

Print_ISBN

0-7803-9137-3

Type

conf

DOI

10.1109/ICCA.2005.1528131

Filename

1528131