Energy-to-Peak Mode-Dependent Filter Design for Discrete-Time Markovian Jump Linear Systems with Intermittent Measurements

Abstract:

In this paper, we investigate the robust energy-to-peak filtering for discrete-time Markovian jump linear systems with intermittent measurements. The intermittent measurements are modeled as a Bernoulli processwith a fixed probability. By defining the filtering error, an augmented estimation error system is obtained. Due to the existence of the stochastic variables, the exponentially mean-square stability and the robust energy-to-peak performance are both studied for the estimation error system. The widely-used Lyapunov theory is employed to investigate the stability and the energy-to-peak performance. Sufficient conditions expressed in the form of matrix inequalities are obtained. Since the estimator parameters and the Lyapunov weighting matrix to be determined are coupled with each other, a partition technique is utilized to decouple the estimator parameters and the Lyapunov weighting matrix. After defining several new parameters, we develop the design approach for the mode-dependent energy-to-peak estimator. The estimator parameters can be derived by solving a set of linear matrix inequalities. Finally, a numerical example is used to show the effectiveness of the proposed design approach.

• Periodical: Advanced Materials Research (Volume 580)
• Pages: 244-247
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.580.244
• Online since: October 2012
• Authors: Hai Yan Zhao, Wen Bai Li
• Keywords: Energy-to-Peak Filtering, Intermittent Measurements, Linear Matrix Inequality (LMI), Markovian Jump Linear Systems, Mode-Dependent Filter

References

[1] N. N. Krasovskii and E. A. Lidskii: Remote Control, vol. 22(1961), p.1021–1294.

[2] H. Zhang, Y. Shi and A. SaadatMehr: Int. J. Robust Nonlinear Control, vol. 22(2012), pp.183-204.

[3] H. Zhang, Y. Shi and A. SaadatMehr: IEEE Trans. Ind. Electron, vol. 58(2011), pp.5396-5405.

[4] W. Zhang, M. S. Branicky, and S. M. Phillips: IEEE Control Syst. Mag., vol. 21(2001), p.84–99.

[5] H. Zhang, Y. Shi, and A. SaadatMehr: IET Control Theory Appl., vol. 4(2010), p.2921–2936.

[6] H. Zhang, Y. Shi, and A. SaadatMehr: Int. J. Adapt. Control Signal Process, vol. 25(2011), p.313–330.

[7] X. Feng, K. A. Loparo, Y. Ji, and H. J. Chizeck: IEEE Trans. Autom. Control, vol. 37(1992), p.38–53.

[8] X. Mao: Stoch. Process. Appl., vol. 79(1999), p.45–67.