• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Mathematical Problems in Engineering >Robust H-infinity Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements
【24h】

Robust H-infinity Filtering for Discrete-Time Markov Jump Linear System with Missing Measurements

机译：缺失测量的离散时间马尔可夫跳跃线性系统的鲁棒H无限滤波

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

The problem of robust H-infinity filtering is investigated for discrete-time Markov jump linear system (DMJLS) with uncertain parameters and missing measurements. The missing measurements process is modelled as a Bernoulli distributed sequence. A robust H-infinity filter is designed and sufficient conditions are established in terms of linear matrix inequalities via a mode-dependent Lyapunov function approach, such that, for all admissible uncertain parameters and missing measurements, the resulting filtering error system is robustly stochastically stable and a guaranteed H-infinity performance constraint is achieved. Furthermore, the optimal H-infinity performance index is subsequently obtained by solving a convex optimisation problem and the missing measurements effects on the H-infinity performance are evaluated. A numerical example is given to illustrate the feasibility and effectiveness of the proposed filter.
机译：研究了参数不确定，测量值缺失的离散时间马尔可夫跳跃线性系统（DMJLS）的鲁棒H无限滤波问题。缺失的测量过程被建模为伯努利分布序列。设计了鲁棒的H-∞滤波器，并通过依赖于模式的Lyapunov函数方法在线性矩阵不等式方面建立了充分的条件，这样，对于所有允许的不确定参数和丢失的测量，所得的滤波误差系统都是随机稳定的，并且保证了H无穷大性能约束。此外，随后通过解决凸优化问题来获得最佳H-无穷大性能指标，并评估缺失的测量对H-无穷大性能的影响。数值例子说明了该滤波器的可行性和有效性。

著录项

  • 来源
    《Mathematical Problems in Engineering》 |2015年第9期|671491.1-671491.9|共9页
  • 作者

    Niu Yingjun; Dong Wei; Ji Yindong;

  • 作者单位

    Tsinghua Natl Lab Informat Sci & Technol TNList, Beijing 100084, Peoples R China.;

    Tsinghua Natl Lab Informat Sci & Technol TNList, Beijing 100084, Peoples R China.;

    Tsinghua Natl Lab Informat Sci & Technol TNList, Beijing 100084, Peoples R China.;

  • 收录信息
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号