Robust H ∞ filtering for switched stochastic systems under asynchronous switching

Zhengrong Xiang; Changhui Qiao; Magdi S. Mahmoud

doi:10.1016/j.jfranklin.2012.01.008

Robust H _∞ filtering for switched stochastic systems under asynchronous switching

Zhengrong Xiang^*
, Changhui Qiao
, Magdi S. Mahmoud

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

48 Scopus citations

Abstract

This paper investigates the problem of robust H _∞ filtering for switched stochastic systems under asynchronous switching. The so-called asynchronous switching means that the switching between the filters and system modes is asynchronous. The aim is to design a filter ensuring robust exponential mean square stability and a prescribed H _∞ performance level for the filtering error systems. Based on the average dwell time approach and piecewise Lyapunov functional technique, sufficient conditions for the existence of the robust H _∞ filter are derived, and the proposed filter can be obtained by solving a set of LMIs(linear matrix inequalities). Finally, a numerical example is given to show the effectiveness of the proposed approach.

Original language	English
Pages (from-to)	1213-1230
Number of pages	18
Journal	Journal of the Franklin Institute
Volume	349
Issue number	3
DOIs	https://doi.org/10.1016/j.jfranklin.2012.01.008
State	Published - Apr 2012

Bibliographical note

Funding Information:
This work was supported by the National Natural Science Foundation of China under Grant no. 60974027 and NUST Research Funding ( 2011YBXM26 ). The work of M.S. Mahmoud was supported by the deanship of scientific research (DSR) at KFUPM through project IN100018 .

ASJC Scopus subject areas

Control and Systems Engineering
Signal Processing
Computer Networks and Communications
Applied Mathematics

Access to Document

10.1016/j.jfranklin.2012.01.008

Cite this

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title = "Robust H ∞ filtering for switched stochastic systems under asynchronous switching",

abstract = "This paper investigates the problem of robust H ∞ filtering for switched stochastic systems under asynchronous switching. The so-called asynchronous switching means that the switching between the filters and system modes is asynchronous. The aim is to design a filter ensuring robust exponential mean square stability and a prescribed H ∞ performance level for the filtering error systems. Based on the average dwell time approach and piecewise Lyapunov functional technique, sufficient conditions for the existence of the robust H ∞ filter are derived, and the proposed filter can be obtained by solving a set of LMIs(linear matrix inequalities). Finally, a numerical example is given to show the effectiveness of the proposed approach.",

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AB - This paper investigates the problem of robust H ∞ filtering for switched stochastic systems under asynchronous switching. The so-called asynchronous switching means that the switching between the filters and system modes is asynchronous. The aim is to design a filter ensuring robust exponential mean square stability and a prescribed H ∞ performance level for the filtering error systems. Based on the average dwell time approach and piecewise Lyapunov functional technique, sufficient conditions for the existence of the robust H ∞ filter are derived, and the proposed filter can be obtained by solving a set of LMIs(linear matrix inequalities). Finally, a numerical example is given to show the effectiveness of the proposed approach.

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