This paper is concerned with the H∞ filtering problems for both continuous- and discrete-time Markov jumping linear systems （MJLS） with non-accessible mode information. A new design method is proposed, which greatl...This paper is concerned with the H∞ filtering problems for both continuous- and discrete-time Markov jumping linear systems （MJLS） with non-accessible mode information. A new design method is proposed, which greatly reduces the overdesign introduced in the derivation process. The desired filters can be obtained from the solution of convex optimization problems in terms of linear matrix inequalities （LMIs）, which can be solved via efficient interior-point algorithms. Numerical examples are provided to illustrate the advantages of the proposed approach.展开更多
基金Supported by the National Nature Science Foundation of China (Grant Nos. 60774015, 60825302)the Specialized Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20060248001)Shanghai Natural Science Foundation (Grant No. 07JC14016)
文摘This paper is concerned with the H∞ filtering problems for both continuous- and discrete-time Markov jumping linear systems （MJLS） with non-accessible mode information. A new design method is proposed, which greatly reduces the overdesign introduced in the derivation process. The desired filters can be obtained from the solution of convex optimization problems in terms of linear matrix inequalities （LMIs）, which can be solved via efficient interior-point algorithms. Numerical examples are provided to illustrate the advantages of the proposed approach.
