NDLI: Robust filtering for discrete-time Markovian jump delay systems

Content Provider	IEEE Xplore Digital Library
Author	Zidong Wang Lam, J. Xiaohui Liu
Copyright Year	1994
Abstract	In this letter, we study the robust filtering problem for linear uncertain discrete time-delay systems with Markovian jump parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties, time-delay in the state, and Markovian jump parameters in all system matrices. A filter is designed to guarantee that the dynamics of the estimation error is robustly stochastically stable in the mean square, irrespective of the admissible uncertainties as well as the time-delay. It is shown that the problem addressed can be solved in terms of the solutions to a set of coupled matrix Riccati-like inequalities.
Sponsorship	IEEE Signal Processing Society
Starting Page	659
Ending Page	662
Page Count	4
File Size	177970
File Format	PDF
ISSN	10709908
Volume Number	11
Issue Number	8
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2004-08-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Robustness Filtering Delay systems Nonlinear filters Time varying systems Uncertain systems Estimation error Uncertainty Linear matrix inequalities Riccati equations
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Signal Processing Electrical and Electronic Engineering

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Robust filtering for discrete-time Markovian jump delay systems