Non-fragile H∞ Filtering for Fuzzy Discrete-time Systems with Markovian Jump and Data Loss

Author(s):  
Lun Liang
2004 ◽  
Vol 2004 (1) ◽  
pp. 33-48 ◽  
Author(s):  
Magdi S. Mahmoud ◽  
Peng Shi

This paper develops a result on the design of robust steady-state estimator for a class of uncertain discrete-time systems with Markovian jump parameters. This result extends the steady-state Kalman filter to the case of norm-bounded time-varying uncertainties in the state and measurement equations as well as jumping parameters. We derive a linear state estimator such that the estimation-error covariance is guaranteed to lie within a certain bound for all admissible uncertainties. The solution is given in terms of a family of linear matrix inequalities (LMIs). A numerical example is included to illustrate the theory.


IEEE Access ◽  
2017 ◽  
Vol 5 ◽  
pp. 12176-12184 ◽  
Author(s):  
Zhe Li ◽  
Tianfan Zhang ◽  
Chen Ma ◽  
Huxiong Li ◽  
Xiaozhi Li

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