Mode-independent H_∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process
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- 英文论文题名：Mode-independent H_∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process
- 论文作者：Yuhong Liu ; Hui Li ; Qishui Zhong ; Shouming Zhong
- 英文论文作者：Yuhong Liu ; Hui Li ; Qishui Zhong ; Shouming Zhong ; School of Aeronautics and Astronautics ; University of Electronic Science and Technology of China ; School of Mathematical Sciences ; University of Electronic Science and Technology of China
- 年：2017
- 作者机构：School of Aeronautics and Astronautics,University of Electronic Science and Technology of China;School of Mathematical Sciences,University of Electronic Science and Technology of China;
- 英文论文关键词：Mode-independent H_∞ filtering ; piecewise homogeneous Markovian jump process ; Brownian motion
- 会议召开时间：2017-07-26
- 会议录名称：第36届中国控制会议论文集（A）
- 英文会议录名称：Proceedings of the 36th Chinese Control Conference（A）
- 语种：英文
- 分类号：O211.62
- 学会代码：KZLL
- 会议名称：第36届中国控制会议
- 会议地点：中国辽宁大连
- 主办单位：中国自动化学会控制理论专业委员会
- 学会名称：中国自动化学会控制理论专业委员会
- 页数：6
- 文件大小：281k
- 原文格式：D
- 会议级别：全国
摘要
This study investigates the problem of mode-independent H_∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process. Different from the existing studies in the literature, the existence of variations in transition rates for Markovian jump nonlinear systems is considered. The purpose of this paper is to design mode-independent filter,such that the dynamics of the filtering errors are stochastic integral input-to-state stable with H_∞ performance index. Using the linear matrix inequality(LMI) and the Lyapunov functional method, sufficient conditions for the solution to the H_∞ filtering problem are derived. Finally, numerical examples are presented to demonstrate the effectiveness of the theoretical results.
This study investigates the problem of mode-independent H_∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process. Different from the existing studies in the literature, the existence of variations in transition rates for Markovian jump nonlinear systems is considered. The purpose of this paper is to design mode-independent filter,such that the dynamics of the filtering errors are stochastic integral input-to-state stable with H_∞ performance index. Using the linear matrix inequality(LMI) and the Lyapunov functional method, sufficient conditions for the solution to the H_∞ filtering problem are derived. Finally, numerical examples are presented to demonstrate the effectiveness of the theoretical results.
This study investigates the problem of mode-independent H_∞ filtering for a class of nonlinear systems with piecewise homogeneous Markovian jump process. Different from the existing studies in the literature, the existence of variations in transition rates for Markovian jump nonlinear systems is considered. The purpose of this paper is to design mode-independent filter,such that the dynamics of the filtering errors are stochastic integral input-to-state stable with H_∞ performance index. Using the linear matrix inequality(LMI) and the Lyapunov functional method, sufficient conditions for the solution to the H_∞ filtering problem are derived. Finally, numerical examples are presented to demonstrate the effectiveness of the theoretical results.
引文
[1]N.K.Kwon,B.Y.Park,P.Park,I.S.Park,Improved H∞statefeedback control for continuous-time Markovian jump fuzzy systems with incomplete knowledge of transition probabilities,Journal of the Franklin Institute,353(2016)3985-3998.
[2]N.K.Kwon,B.Y.Park,P.Park,Less conservative stabilization conditions for Markovian jump systems with incomplete knowledge of transition probabilities and input saturation,Optimal Control Applications and Methods,(2016).
[3]H.Li,P.Shi,D.Yao,L.Wu,Observer-based adaptive sliding mode control for nonlinear Markovian jump systems,Automatica,64(2016)133-142.
[4]Z.Fei,C.Guan,P.Shi,Further results on H∞control for discrete-time Markovian jump time-delay systems,International Journal of Control,(2016)1-13.
[5]J.Zhang,P.Shi,W.Lin,Extended sliding mode observer based control for Markovian jump linear systems with disturbances,Automatica,70(2016)140-147.
[6]J.Cheng,J.H.Park,Y.Liu,Z.Liu,L.Tang,Finite-time H∞fuzzy control of nonlinear Markovian jump delayed systems with partly uncertain transition descriptions,Fuzzy Sets and Systems,(2016).
[7]C.Guan,Z.Fei,Z.Li,Y.Xu,Improved H∞filter design for discrete-time Markovian jump systems with time-varying delay,Journal of the Franklin Institute,353(2016)4156-4175.
[8]Y.Qin,Y.Liang,Y.Yang,Q.Pan,F.Yang,Minimum upperbound filter of Markovian jump linear systems with generalized unknown disturbances,Automatica,73(2016)56-63.
[9]M.Shen,S.Yan,G.Zhang,J.H.Park,Finite-time static output control of Markov jump systems with an auxiliary approach,Applied Mathematics and Computation,273(2016)553-561.
[10]Y.Zhang,Y.Shi,P.Shi,Robust and non-fragile finite-time H∞control for uncertain Markovian jump nonlinear systems,Applied Mathematics and Computation,279(2016)125-138.
[11]J.Cheng,H.Zhu,S.Zhong,Y.Zeng,X.Dong,Finite-time H∞control for a class of Markovian jump systems with modedependent time-varying delays via new Lyapunov functionals,ISA Transactions,52(2013)768-774.
[12]C.E.de Souza,A.Trofino,K.A.Barbosa,Mode-independent filters for Markovian jump linear systems,IEEE Transactions on Automatic Control,51(2006)1837-1841.
[13]D.P.D.Farias,J.C.Geromel,J.B.R.D.Val,O.L.V.Costa,Output Feedback Control of Markov Jump Linear Systems in Continuous-time,IEEE Trans.Automat.Contr.5(45)(2000)944-949.
[14]Z.Wu,J.H.Park,H.Su,J.Chu,Passivity Analysis of Markov Jump Neural Networks with Mixed Time-delays and Piecewise-constant Transition Rates,Nonlinear Anal-real World App.13(2011)2423-2431.
[15]S.Aberkane,Stochastic Stabilization of a Class of Nonhomogeneous Markovian Jump Linear Sys-tems,Syst.Control Lett.60(2011)156-160.
[16]Y.Zhang,G.Cheng,C.Liu,Finite-time Unbiased H∞Filtering for Discrete Jump Time-delay Systems,Appl.Math.Model.38(2014)3339-3349.
[17]X.Chang,G.Yang,Nonfragile H∞Filtering of ContinuousTime Fuzzy Systems,IEEE Trans.Signal Process.4(59)(2011)1528-1538.
[18]E.Boukas,Stochastic Switching Systems Analysis and Design,Birkhauser,Boston,2006.
[19]B.Liu,T.Liao,Dissipativity-based fault detection for Markov jump systems with mode-dependent time-varying delays,Control and Decision Conference(CCDC),2016 Chinese,(IEEE2016),pp.1901-1907.
[20]C.E.D.Souza,A.Trofino,K.A.Barbosa,Mode-independent H Filters for Markovian Jump Linear Systems,IEEE Trans.Automat.Contr.11(51)(2006)1837-1841.
[21]Z.Wu,P.Shi,H.Su,J.Chu,Asynchronous l2-l∞Filtering for Discrete-time Stochastic Markov Jump Systems with Randomly Occurred Senor Nonlinearities,Automatica 50(2014)180-186
[2]N.K.Kwon,B.Y.Park,P.Park,Less conservative stabilization conditions for Markovian jump systems with incomplete knowledge of transition probabilities and input saturation,Optimal Control Applications and Methods,(2016).
[3]H.Li,P.Shi,D.Yao,L.Wu,Observer-based adaptive sliding mode control for nonlinear Markovian jump systems,Automatica,64(2016)133-142.
[4]Z.Fei,C.Guan,P.Shi,Further results on H∞control for discrete-time Markovian jump time-delay systems,International Journal of Control,(2016)1-13.
[5]J.Zhang,P.Shi,W.Lin,Extended sliding mode observer based control for Markovian jump linear systems with disturbances,Automatica,70(2016)140-147.
[6]J.Cheng,J.H.Park,Y.Liu,Z.Liu,L.Tang,Finite-time H∞fuzzy control of nonlinear Markovian jump delayed systems with partly uncertain transition descriptions,Fuzzy Sets and Systems,(2016).
[7]C.Guan,Z.Fei,Z.Li,Y.Xu,Improved H∞filter design for discrete-time Markovian jump systems with time-varying delay,Journal of the Franklin Institute,353(2016)4156-4175.
[8]Y.Qin,Y.Liang,Y.Yang,Q.Pan,F.Yang,Minimum upperbound filter of Markovian jump linear systems with generalized unknown disturbances,Automatica,73(2016)56-63.
[9]M.Shen,S.Yan,G.Zhang,J.H.Park,Finite-time static output control of Markov jump systems with an auxiliary approach,Applied Mathematics and Computation,273(2016)553-561.
[10]Y.Zhang,Y.Shi,P.Shi,Robust and non-fragile finite-time H∞control for uncertain Markovian jump nonlinear systems,Applied Mathematics and Computation,279(2016)125-138.
[11]J.Cheng,H.Zhu,S.Zhong,Y.Zeng,X.Dong,Finite-time H∞control for a class of Markovian jump systems with modedependent time-varying delays via new Lyapunov functionals,ISA Transactions,52(2013)768-774.
[12]C.E.de Souza,A.Trofino,K.A.Barbosa,Mode-independent filters for Markovian jump linear systems,IEEE Transactions on Automatic Control,51(2006)1837-1841.
[13]D.P.D.Farias,J.C.Geromel,J.B.R.D.Val,O.L.V.Costa,Output Feedback Control of Markov Jump Linear Systems in Continuous-time,IEEE Trans.Automat.Contr.5(45)(2000)944-949.
[14]Z.Wu,J.H.Park,H.Su,J.Chu,Passivity Analysis of Markov Jump Neural Networks with Mixed Time-delays and Piecewise-constant Transition Rates,Nonlinear Anal-real World App.13(2011)2423-2431.
[15]S.Aberkane,Stochastic Stabilization of a Class of Nonhomogeneous Markovian Jump Linear Sys-tems,Syst.Control Lett.60(2011)156-160.
[16]Y.Zhang,G.Cheng,C.Liu,Finite-time Unbiased H∞Filtering for Discrete Jump Time-delay Systems,Appl.Math.Model.38(2014)3339-3349.
[17]X.Chang,G.Yang,Nonfragile H∞Filtering of ContinuousTime Fuzzy Systems,IEEE Trans.Signal Process.4(59)(2011)1528-1538.
[18]E.Boukas,Stochastic Switching Systems Analysis and Design,Birkhauser,Boston,2006.
[19]B.Liu,T.Liao,Dissipativity-based fault detection for Markov jump systems with mode-dependent time-varying delays,Control and Decision Conference(CCDC),2016 Chinese,(IEEE2016),pp.1901-1907.
[20]C.E.D.Souza,A.Trofino,K.A.Barbosa,Mode-independent H Filters for Markovian Jump Linear Systems,IEEE Trans.Automat.Contr.11(51)(2006)1837-1841.
[21]Z.Wu,P.Shi,H.Su,J.Chu,Asynchronous l2-l∞Filtering for Discrete-time Stochastic Markov Jump Systems with Randomly Occurred Senor Nonlinearities,Automatica 50(2014)180-186