This paper is concerned with the problems of H-two filtering for discrete-time Markovian jump linear systems subject to logarithmic quantization. We assume that only the output of the system is available, and therefor...This paper is concerned with the problems of H-two filtering for discrete-time Markovian jump linear systems subject to logarithmic quantization. We assume that only the output of the system is available, and therefore the mode information is nonaccessible. In this paper, a mode-independent quantized H-two filter is designed such that filter error system is stochastically stable. To this end, sufficient conditions for the existence of an upper bound of H-two norm are presented in terms of linear matrix inequalities. Considering uncertainty of system matrices, a robust H-two filter is designed. The proposed method is also applicable to cover the case where the transition probability matrix is not exactly known but belongs to a given polytope. Finally, numerical examples are provided to demonstrate the effectiveness of the proposed approach.展开更多
基金partly supported by the Program of the International Science and Technology Cooperation (No. 2007DFA10600)the National High Technology Research and Development Program of China (863 Program) (No. 2009AA043001)+1 种基金the National Natural Science Foundation of China (No. 60904015)‘Chen Guang’Project supported by Shanghai Municipal Education Commission and Shanghai Education Development Foundation (No. 09CG17)
文摘This paper is concerned with the problems of H-two filtering for discrete-time Markovian jump linear systems subject to logarithmic quantization. We assume that only the output of the system is available, and therefore the mode information is nonaccessible. In this paper, a mode-independent quantized H-two filter is designed such that filter error system is stochastically stable. To this end, sufficient conditions for the existence of an upper bound of H-two norm are presented in terms of linear matrix inequalities. Considering uncertainty of system matrices, a robust H-two filter is designed. The proposed method is also applicable to cover the case where the transition probability matrix is not exactly known but belongs to a given polytope. Finally, numerical examples are provided to demonstrate the effectiveness of the proposed approach.
