Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 59, Issue 7, Pages 3048-3057Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2011.2135854
Keywords
Discrete time-varying systems; Markovian jumping parameters; randomly occurring nonlinearities; robust H-infinity filtering; sensor saturation
Categories
Funding
- National Natural Science Foundation of China [61028008, 60825303, 61004067]
- National 973 Project [2009CB320600]
- Key Laboratory of Integrated Automation for the Process Industry (Northeastern University) from the Ministry of Education of China
- Engineering and Physical Sciences Research Council (EPSRC) of the U.K. [GR/S27658/01]
- Royal Society of the U.K.
- Alexander von Humboldt Foundation of Germany
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This paper addresses the robust H-infinity filtering problem for a class of discrete time-varying Markovian jump systems with randomly occurring nonlinearities and sensor saturation. Two kinds of transition probability matrices for the Markovian process are considered, namely, the one with polytopic uncertainties and the one with partially unknown entries. The nonlinear disturbances are assumed to occur randomly according to stochastic variables satisfying the Bernoulli distributions. The main purpose of this paper is to design a robust filter, over a given finite-horizon, such that the H-infinity disturbance attenuation level is guaranteed for the time-varying Markovian jump systems in the presence of both the randomly occurring nonlinearities and the sensor saturation. Sufficient conditions are established for the existence of the desired filter satisfying the H-infinity performance constraint in terms of a set of recursive linear matrix inequalities. Simulation results demonstrate the effectiveness of the developed filter design scheme.
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