Dissipative filtering for singular Markovian jump systems with generally hybrid transition rates

Yufeng Tian and Zhanshan Wang

Applied Mathematics and Computation, 2021, vol. 411, issue C

Abstract: This paper studies the dissipative filtering of singular Markovian jump systems (SMJSs) with generally hybrid transition rates (GHTRs). The transition rates of the mode jumps are considered to be generally hybrid, which relax the traditional assumption in Markov jump systems that estimate errors must be completely symmetric. The introduced generally hybrid transition rates (GHTRs) make these systems more general and realistic. In order to deal with the GHTRs, a new approach named double-boundary approach is proposed. Then, a new integral inequality named Wirtinger-type free-matrix-based integral inequality (WFMII) is proposed to estimate Lyapunov-Krasovskii functional (LKF), in which some delay-product-type matrices are produced to fully link the relationship among time-varying delay and system states. Based on these ingredients, an explicit expression of the desired filter can be given to ensure the filtering error system to be stochastically admissible and strictly dissipative. The further examination to demonstrate the feasibility of the presented method is given by designing a filter of a two-loop circuit network.

Keywords: Singular markovian jump systems; Generally hybrid transition rates; Wirtinger-type free-matrix-based integral inequality; Double-boundary approach; Dissipative filtering (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300321005816
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005816

DOI: 10.1016/j.amc.2021.126492

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().