Asynchronous H_ estimation for two-dimensional nonhomogeneous Markovian jump systems with randomly occurring nonlocal sensor nonlinearities
Summary: This paper is devoted to the problem of asynchronous \(\mathcal{H}_{\infty}\) estimation for a class of two-dimensional (2D) nonhomogeneous Markovian jump systems with nonlocal sensor nonlinearity, where the nonlocal measurement nonlinearity is governed by a stochastic variable satisfying the Bernoulli distribution. The asynchronous estimation means that the switching of candidate filters may have a lag to the switching of system modes, and the varying character of transition probabilities is considered to reside in a convex polytope. The jumping process of the error system is modeled as a two-component Markov chain with extended varying transition probabilities. A stochastic parameter-dependent approach is provided for the design of \(\mathcal{H}_{\infty}\) filter such that, for randomly occurring nonlocal sensor nonlinearity, the corresponding error system is mean-square asymptotically stable and has a prescribed \(\mathcal{H}_{\infty}\) performance index. Finally, a numerical example is used to illustrate the effectiveness of the developed estimation method.
- Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities
- Extended \(\mathbb H_{\infty }\) estimation for two-dimensional Markov jump systems under asynchronous switching
- Asynchronous \(H_\infty\) filtering for 2D discrete Markovian jump systems with sensor failure
- Asynchronous H_ filtering of continuous-time Markov jump systems
- Fuzzy model-based asynchronous \(H_\infty\) filter design of discrete-time Markov jump systems
- \(\mathcal H_\infty\) and \(l_2-l_\infty\) filtering for two-dimensional linear parameter-varying systems
- \(\mathcal H_{\infty}\) filtering for 2D Markovian jump systems
- H_ estimation for discrete-time piecewise homogeneous Markov jump linear systems
- H_ control and filtering of two-dimensional systems
- \(H_{\infty}\) filtering of 2-D discrete state-delayed systems
- Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities
- Asynchronous Filtering of Discrete-Time Switched Linear Systems With Average Dwell Time
- Extended \(\mathbb H_{\infty }\) estimation for two-dimensional Markov jump systems under asynchronous switching
- Global asymptotic stabilization of systems satisfying two different sector conditions
- Kalman filtering in two dimensions
- LQ optimal control for 2D Roesser models of finite extent
- Mode-dependent \(H_\infty\) filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities
- Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
- Polynomial solution of 2D Kalman-Bucy filtering problem
- Robust \(H_\infty\) filtering for 2D stochastic system
- Robust filtering for 2-D state-delayed systems with NFT uncertainties
- Robust filtering for 2d discrete-time linear systems with convex-bounded parameter uncertainty
- Robust H/sub /spl infin// filtering for Uncertain2-D continuous systems
- Robust mixed generalized H/sub 2//H/sub /spl infin// filtering of 2-D nonlinear fractional transformation systems
- Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems
- Asynchronous \(H_\infty\) filtering for 2D discrete Markovian jump systems with sensor failure
- Non-fragile asynchronous state estimation for Markovian switching CVNs with partly accessible mode detection: the discrete-time case
- Non-fragile \(l_2-l_\infty\) filtering for nonhomogeneous Markov jump systems with randomly occurring uncertainties and gain variations
- Asynchronous \(l_2-l_{\infty}\) filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities
- Extended \(\mathbb H_{\infty }\) estimation for two-dimensional Markov jump systems under asynchronous switching
- State estimation for asynchronous sensor systems with Markov jumps and multiplicative noises
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