Finite-time H ∞ filtering for Markov jump systems with partially unknown transition rates

IF 3.9 4区计算机科学 Q2 AUTOMATION & CONTROL SYSTEMS International Journal of Adaptive Control and Signal Processing Pub Date : 2024-08-29 DOI:10.1002/acs.3900

Juan Zhou, Xinru Ai

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Abstract

The thesis studies a stochastic $H_{\infty}$ finite-time bounded (S $H_{\infty}$ FTB) filter design method for time-varying delay Markov jump systems (MJSs) with partially unknown transition rates. First, a Lyapunov–Krasovskii functional with triple integral is built, the free weight matrix is added for lowering the conservatism. And the condition of S $H_{\infty}$ FTB of the error system is analyzed. Then, according to linear matrix inequalities (LMIs), a new filter design method is presented. Moreover, the dimension of the filter obtained is free, and the filter ensures that the error system is S $H_{\infty}$ FTB. Finally, the validity and effectiveness of the conclusion of this paper are demonstrated by simulation examples.

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具有部分未知转换率的马尔可夫跳跃系统的有限时间 H∞ 滤波

摘要论文研究了一种针对具有部分未知转换率的时变延迟马尔可夫跳跃系统（MJS）的随机有限时间有界（SFTB）滤波器设计方法。首先，建立一个具有三重积分的 Lyapunov-Krasovskii 函数，然后加入自由权重矩阵以降低保守性。并分析了误差系统的 SFTB 条件。然后，根据线性矩阵不等式（LMI），提出了一种新的滤波器设计方法。此外，所得到的滤波器维数是自由的，而且该滤波器能确保误差系统是 SFTB 的。最后，通过仿真实例证明了本文结论的正确性和有效性。

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来源期刊

International Journal of Adaptive Control and Signal Processing 工程技术-工程：电子与电气

CiteScore

5.30

自引率

16.10%

发文量

163

审稿时长

5 months

期刊介绍： The International Journal of Adaptive Control and Signal Processing is concerned with the design, synthesis and application of estimators or controllers where adaptive features are needed to cope with uncertainties.Papers on signal processing should also have some relevance to adaptive systems. The journal focus is on model based control design approaches rather than heuristic or rule based control design methods. All papers will be expected to include significant novel material. Both the theory and application of adaptive systems and system identification are areas of interest. Papers on applications can include problems in the implementation of algorithms for real time signal processing and control. The stability, convergence, robustness and numerical aspects of adaptive algorithms are also suitable topics. The related subjects of controller tuning, filtering, networks and switching theory are also of interest. Principal areas to be addressed include: Auto-Tuning, Self-Tuning and Model Reference Adaptive Controllers Nonlinear, Robust and Intelligent Adaptive Controllers Linear and Nonlinear Multivariable System Identification and Estimation Identification of Linear Parameter Varying, Distributed and Hybrid Systems Multiple Model Adaptive Control Adaptive Signal processing Theory and Algorithms Adaptation in Multi-Agent Systems Condition Monitoring Systems Fault Detection and Isolation Methods Fault Detection and Isolation Methods Fault-Tolerant Control (system supervision and diagnosis) Learning Systems and Adaptive Modelling Real Time Algorithms for Adaptive Signal Processing and Control Adaptive Signal Processing and Control Applications Adaptive Cloud Architectures and Networking Adaptive Mechanisms for Internet of Things Adaptive Sliding Mode Control.

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