H∞ filtering of discrete-time Markovian jump singular systems via bounded real lemma and supermartingale-liked approach

Yingying Han and Shaosheng Zhou

International Journal of Systems Science, 2023, vol. 54, issue 2, 251-263

Abstract: This paper addresses the $ H_{\infty } $ H∞ filtering for discrete-time Markovian jump singular systems (MJSSs). While the existing researches have only given the sufficient conditions, in this paper a sufficient and necessary condition is established to guarantee that the filtering error system is regular, causal, stochastically stable and $ H_{\infty } $ H∞ performance in light of supermartingale-liked approach and property of conditional expectation as well as – bounded real lemma. For obtaining the filter, an equivalent matrix inequality to the obtained one in nonlinear form is provided in terms of congruence transformation. Thus the desired filter can be developed by choosing matrix variables with certain structures. Finally, two simulations are provided to show the effectiveness of the proposed techniques in this paper.

Date: 2023
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/00207721.2022.2111239 (text/html)
Access to full text is restricted to subscribers.

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:taf:tsysxx:v:54:y:2023:i:2:p:251-263

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/TSYS20

DOI: 10.1080/00207721.2022.2111239

Access Statistics for this article

International Journal of Systems Science is currently edited by Visakan Kadirkamanathan

More articles in International Journal of Systems Science from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().