[1]张端金,王钟堃.具有丢包的未知转移概率Markov系统鲁棒H-infinity滤波[J].郑州大学学报(工学版),2021,42(06):1-7.[doi:10.13705/j.issn.1671-6833.2021.04.007]
　Zhang Duanjin,Wang Zhongzheng,Robust H∞ Filtering for Markov Jump Systems with Unknown Transition Probabilities and Packet Dropouts[J].Journal of Zhengzhou University (Engineering Science),2021,42(06):1-7.[doi:10.13705/j.issn.1671-6833.2021.04.007]
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具有丢包的未知转移概率Markov系统鲁棒H-infinity滤波()
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《郑州大学学报(工学版)》[ISSN:1671-6833/CN:41-1339/T]

卷:
42
期数:
2021年06期
页码:
1-7
栏目:
出版日期:
2021-11-10

文章信息/Info

Title:
Robust H∞ Filtering for Markov Jump Systems with Unknown Transition Probabilities and Packet Dropouts
作者:
张端金; 王钟堃
郑州大学信息工程学院;

Author(s):
Zhang Duanjin; Wang Zhongzheng;
School of Information Engineering, Zhengzhou University;
关键词:
Keywords:
Markov jumping systems;  uncertain parameters;  packet dropouts;  Delta operator
DOI:
10.13705/j.issn.1671-6833.2021.04.007
文献标志码:
A
摘要:
研究一类具有数据包丢失的部分未知转移概率马尔可夫系统鲁棒滤波问题.假定系统丢包概率服从伯努利分布，基于Delta算子离散化方法构造具有不确定参数的马尔可夫跳变系统及滤波误差模型，引入松弛矩阵变量解决系统矩阵与Lyapunov函数中正定矩阵之间的耦合问题.利用Lyapunov-Krasovskii函数及Schur补引理获得系统渐近稳定的充分条件，证明了系统的H-infinity性能.数值仿真结果证明本文所提方法的有效性
Abstract:
The robust H∞filtering problem of Markov jump systems with partly unknown transition probabilities and packet dropouts was investigated. Assuming that the probability of packet dropouts would obey Bernoulli distribution, a discrete-time Markov jump system with uncertain parameters and mode-dependent full-order filter were constructed based on the Delta operator. The slack matrix variables were introduced to solve the cross coupling between the system matrices and the Lyapunov positive matrices. The Lyapunov function, Schur complement and linear matrix inequalities were used to obtain sufficient conditions for the system to be stochastically stable and satisfy H∞ performance. The optimal H∞ performance index of the Delta operator system and the shifting operator system were obtained respectively with the known probability of packet dropouts. When the probability of the packet dropouts were lower, the robust performance as well as the optimal H∞ performance of Delta operator system were better than the shift operator system. Numerical simulation proved that the method proposed in this paper not only was effective and feasible, but also had certain advantages.
更新日期/Last Update: 2021-12-16