Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays

Kunfeng Lu; Jiqing Qiu; Magdi S. Mahmoud

doi:10.1109/ICICIP.2011.6008270

Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays

Kunfeng Lu^*, Jiqing Qiu, Magdi S. Mahmoud

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

6 Scopus citations

Abstract

In this paper, we consider the problem of robust passive filter design for a uncertain singular stochastic system with mode-dependent time delays and Markovian jump parameters. The time delay varies in an interval and depends on the mode of operation. A new Markovian jump linear filter is designed to guarantee robust asymptotical stability and a prescribed disturbance attenuation level of the resulting filter for error systems. The resulting augmented system is regular, robust stochastically stable dependent of delays, impulse-free, and satisfies the proposed passive performance. A numerical example illustrates the effectiveness of the method.

Original language	English
Title of host publication	Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011
Pages	385-390
Number of pages	6
Edition	PART 1
DOIs	https://doi.org/10.1109/ICICIP.2011.6008270
State	Published - 2011

Publication series

Name	Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011
Number	PART 1

ASJC Scopus subject areas

Artificial Intelligence
Information Systems
Control and Systems Engineering

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10.1109/ICICIP.2011.6008270

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Lu, K., Qiu, J., & Mahmoud, M. S. (2011). Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays. In Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011 (PART 1 ed., pp. 385-390). Article 6008270 (Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011; No. PART 1). https://doi.org/10.1109/ICICIP.2011.6008270

Lu, Kunfeng ; Qiu, Jiqing ; Mahmoud, Magdi S. / Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays. Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011. PART 1. ed. 2011. pp. 385-390 (Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011; PART 1).

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title = "Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays",

abstract = "In this paper, we consider the problem of robust passive filter design for a uncertain singular stochastic system with mode-dependent time delays and Markovian jump parameters. The time delay varies in an interval and depends on the mode of operation. A new Markovian jump linear filter is designed to guarantee robust asymptotical stability and a prescribed disturbance attenuation level of the resulting filter for error systems. The resulting augmented system is regular, robust stochastically stable dependent of delays, impulse-free, and satisfies the proposed passive performance. A numerical example illustrates the effectiveness of the method.",

author = "Kunfeng Lu and Jiqing Qiu and Mahmoud, {Magdi S.}",

year = "2011",

doi = "10.1109/ICICIP.2011.6008270",

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Lu, K, Qiu, J & Mahmoud, MS 2011, Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays. in Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011. PART 1 edn, 6008270, Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011, no. PART 1, pp. 385-390. https://doi.org/10.1109/ICICIP.2011.6008270

Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays. / Lu, Kunfeng; Qiu, Jiqing; Mahmoud, Magdi S.
Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011. PART 1. ed. 2011. p. 385-390 6008270 (Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011; No. PART 1).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Mahmoud, Magdi S.

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N2 - In this paper, we consider the problem of robust passive filter design for a uncertain singular stochastic system with mode-dependent time delays and Markovian jump parameters. The time delay varies in an interval and depends on the mode of operation. A new Markovian jump linear filter is designed to guarantee robust asymptotical stability and a prescribed disturbance attenuation level of the resulting filter for error systems. The resulting augmented system is regular, robust stochastically stable dependent of delays, impulse-free, and satisfies the proposed passive performance. A numerical example illustrates the effectiveness of the method.

AB - In this paper, we consider the problem of robust passive filter design for a uncertain singular stochastic system with mode-dependent time delays and Markovian jump parameters. The time delay varies in an interval and depends on the mode of operation. A new Markovian jump linear filter is designed to guarantee robust asymptotical stability and a prescribed disturbance attenuation level of the resulting filter for error systems. The resulting augmented system is regular, robust stochastically stable dependent of delays, impulse-free, and satisfies the proposed passive performance. A numerical example illustrates the effectiveness of the method.

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SN - 9781457708145

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Lu K, Qiu J, Mahmoud MS. Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays. In Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011. PART 1 ed. 2011. p. 385-390. 6008270. (Proceedings of the 2nd International Conference on Intelligent Control and Information Processing, ICICIP 2011; PART 1). doi: 10.1109/ICICIP.2011.6008270

Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays

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