Skip to main navigation Skip to search Skip to main content

H filtering for singular Markovian jump systems with partly unknown transition rates

  • Yeungnam University
  • Pohang University of Science and Technology

Research output: Contribution to journalArticlepeer-review

61 Scopus citations

Abstract

This paper suggests H filtering for singular Markovian jump systems (SMJSs) with partly unknown transition rates. While the existing researches in the literature have derived only the sufficient conditions, this paper successfully demonstrates the necessary and sufficient condition for the existence of H filtering for SMJSs with partly unknown transition rates. First, a new bounded real lemma for SMJS is derived in terms. Next, the matrix inequalities which come from the bounded real lemma for the filtering error system with partly unknown transition rates are reformulated into the strict LMIs. Two numerical examples are presented to show the effectiveness of the proposed result.

Original languageEnglish
Article number108528
JournalAutomatica
Volume109
DOIs
StatePublished - Nov 2019

Keywords

  • Descriptor system
  • H filtering
  • Linear matrix inequality
  • Synthesis of stochastic systems

Fingerprint

Dive into the research topics of 'H filtering for singular Markovian jump systems with partly unknown transition rates'. Together they form a unique fingerprint.

Cite this