G-2007-74
On Filtering for Singular Linear Systems with Random Abrupt Changes
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This paper deals with the class of continuous-time singular linear Markovian jump systems
with totally and partially known transition jump rates. The filtering problem of this class of systems
is tackled. New sufficient conditions for filtering
are developed. A design procedure for the
filter
which guarantees that the dynamics of the filter error will be piecewise regular,
impulse-free and stochastically stable with
-disturbance rejection is proposed. It is shown that
the addressed problem can be solved if the corresponding developed
linear matrix inequalities (LMIs) with some constraints are feasible.
A numerical example is employed to show the usefulness of the proposed results.
Paru en septembre 2007 , 24 pages
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G-2007-74.pdf (180 Ko)