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Extended ℋ ∞ Estimation for Two-Dimensional Markov Jump Systems under Asynchronous Switching

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  • Rui Zhang
  • Ying Zhang
  • Yan Zhao
  • Jingsheng Liao
  • Baopu Li

Abstract

This paper is concerned with the problem of designing ℋ ∞ filters for a class of two-dimensional (2D) Markov jump systems under asynchronous switching. The problem under consideration is primarily motivated by a realistic situation that the switching of candidate filters may have a lag to the switching of system modes. Different from conventional techniques, by a suitable augmentation, the jumping process of the error system is represented by a two-component Markov chain. Then, the extended transition probabilities are provided for the error system. A stochastic Lyapunov function approach is proposed for the design of desired filters that ensure a prescribed ℋ ∞ performance for admissible asynchronous switching. Finally, a numerical example is given to illustrate the effectiveness of the developed method.

Suggested Citation

  • Rui Zhang & Ying Zhang & Yan Zhao & Jingsheng Liao & Baopu Li, 2013. "Extended ℋ ∞ Estimation for Two-Dimensional Markov Jump Systems under Asynchronous Switching," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-7, April.
    • Handle: RePEc:hin:jnlmpe:734271
    DOI: 10.1155/2013/734271
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