H∞ filtering for a class of discrete-time Markovian jump systems with partially unknown transition probabilities and missing measurements

2017 ◽  
Author(s):  
Yunyun Liu ◽  
Jinxing Lin
Keyword(s):  
Discrete Time ◽  
Transition Probabilities ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Missing Measurements ◽  
Jump Systems

Finite-time H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities

2013 ◽  
Vol 91 (12) ◽  
pp. 1020-1028 ◽  
Author(s):  
Jun Cheng ◽  
Hong Zhu ◽  
Shouming Zhong ◽  
Yuping Zhang ◽  
Guihua Li
Keyword(s):  
Discrete Time ◽  
Finite Time ◽  
Partial Information ◽  
Transition Probabilities ◽  
Sufficient Conditions ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Partly Unknown Transition Probabilities ◽  
Stability And Stabilization ◽  
Jump Systems

This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H∞ finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method.

Fault detection and isolation for discrete-time Markovian jump systems with generally bounded transition probabilities: A zonotope-based method

2021 ◽  
pp. 014233122110232
Author(s):  
Dunke Lu ◽  
Xinyu Zhang ◽  
Yunsheng Lan ◽  
Xiaohua Wang
Keyword(s):  
Fault Detection ◽  
Discrete Time ◽  
Transition Probabilities ◽  
Fault Detection And Isolation ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Markovian Jump System ◽  
Robust Observer ◽  
Robust Observers ◽  
Jump Systems

This paper addresses the fault detection and isolation for a class of discrete-time Markovian jump system with generally bounded transition probabilities. The proposed method is mainly based on a bank of [Formula: see text] robust observers, which can detect the actuator fault occurrence and, even more, can locate those subjected to the fault. Furthermore, the performance and the robustness of the designed [Formula: see text] robust observer are disseminated respect to disturbances and measurement noises. In particular, we propose the zonotop-based dynamic threshold to predict the ranges of the residual, which shows less conservatism in comparison to traditional methods. Finally, pertinent simulations are performed to corroborate the potential and superiority of the proposed method. In general, the proposed method offers effective fault detection and isolation scheme for Markovian jump systems, which can detect the fault timely and accurately with lowering the rate of fault missing report to a great extent, thus having practical value.

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