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Mixed Reduced-Order Filtering for Discrete-Time Markov Jump Linear Systems With Partial Information on the Jump Parameter

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Author(s):
de Oliveira, Andre M. ; dos Santos, Sergio R. Barros ; Costa, Oswaldo L. V.
Total Authors: 3
Document type: Journal article
Source: IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS; v. N/A, p. 12-pg., 2023-06-21.
Abstract

This article deals with the H-2 , H-8 , and mixed H2/H-8 reduced-order filters for discrete-time Markov jump linear systems, within the context of partial observation of the jump parameter. It is considered that the Markov chain parameter, denoted by ?(k), is not observable but, instead, only an estimation, represented by (?) over cap (k), is available for the filter design. Sufficient synthesis conditions for the filter design, based on linear matrix inequalities, are provided. These conditions for the H-2 and H-8 filters are not conservative in the sense that, for the full-order case and perfect information of the Markov parameter, they become also necessary. Simplified conditions are derived for the Bernoulli case. This article is concluded with an illustrative example in the context of networked control systems, in which we study the effects of reducing the order of the filter on the estimation performance. (AU)

FAPESP's process: 21/13338-6 - Control and filtering of dynamic systems subject to abrupt and random variations
Grantee:André Marcorin de Oliveira
Support Opportunities: Regular Research Grants
FAPESP's process: 14/50851-0 - INCT 2014: National Institute of Science and Technology for Cooperative Autonomous Systems Applied in Security and Environment
Grantee:Marco Henrique Terra
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 20/15230-5 - Research Centre for Greenhouse Gas Innovation - RCG2I
Grantee:Julio Romano Meneghini
Support Opportunities: Research Grants - Research Centers in Engineering Program