Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 63, Issue 5, Pages 1472-1479Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2017.2747761
Keywords
Fornasini-Marchesini local state-space (FM LSS) model; stochastic peak-to-peak filtering; two-dimensional (2-D) systems
Funding
- National Research Foundation of Korea - Ministry of Science, ICT, and Future Planning [NRF-2017R1A1A1A05001325]
- Brain Korea 21 Plus Project
- National Nature Science Foundation of China [U1509217, 61773131]
- Australian Research Council [DP170102644]
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This paper is concerned with the problem of two-dimensional (2-D) stochastic peak-to-peak filter design for Fornasini-Marchesini local state-space (FM LSS) systems with state-multiplicative noise. First, a novel sufficient condition is established, which guarantees that the underlying FM LSS system is stochastically mean-square stable with 2-D stochastic peak-to-peak performance. A deterministic FM LSS system case is also discussed. Subsequently, based on the result, a new 2-D stochastic peak-to-peak filter of general form is designed for FM LSS systems with state-multiplicative noise. Finally, a numerical example is presented to show the effectiveness of the proposed 2-D stochastic peak-to-peak filter.
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