Finite-time H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities
This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite...
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| Published in | Canadian journal of physics Vol. 91; no. 12; pp. 1020 - 1028 |
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| Main Authors | , , , , |
| Format | Journal Article |
| Language | English |
| Published |
Ottawa
NRC Research Press
01.12.2013
Canadian Science Publishing NRC Research Press |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0008-4204 1208-6045 |
| DOI | 10.1139/cjp-2012-0296 |
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| Abstract | This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H
∞
finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method. |
|---|---|
| AbstractList | This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H... finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method. (ProQuest: ... denotes formulae/symbols omitted.) This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H ∞ finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method. This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H ∞ finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method. This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H∞ finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method. |
| Abstract_FL | Nous étudions ici la stabilité stochastique à temps finis et la stabilisation pour des systèmes de sauts de Markov linéaires, dans les cas où l’information sur les probabilités de transition est partielle. En introduisant le temps fini borné et la stochasticité, nous rejoignons les conditions qui garantissent un temps fini borné et son filtrage H
∞
. Nous donnons finalement un exemple pour illustrer l’efficience de la méthode proposé. [Traduit par la Rédaction] |
| Author | Zhong, Shouming Zhang, Yuping Cheng, Jun Li, Guihua Zhu, Hong |
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| SubjectTerms | 45.80.+r Discrete time systems Efficiency Filtration H infinity Markov analysis Probability distribution Stabilization Stochastic models Transition probabilities |
| Title | Finite-time H∞ filtering for discrete-time Markovian jump systems with partly unknown transition probabilities |
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