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Positive L 1-gain filter design for positive continuous-time Markovian jump systems with partly known transition rates

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  • Control Theory and Applications
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Abstract

The paper is concerned with the problem of positive L 1-gain filter design for positive continuous-time Markovian jump systems with partly known transition rates. Our aim is to design a positive full-order filter such that the corresponding filtering error system is positive and stochastically stable with L 1-gain performance. By applying a linear co-positive Lyapunov function and free-connection weighting vectors, the desired positive L 1-gain filter is provided. The obtained theoretical results are demonstrated by numerical examples.

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Authors and Affiliations

  1. School of Information Science and Engineering, Northeastern University, Shenyang, 110819, China

    Wenhai Qi & Xianwen Gao

Authors
  1. Wenhai Qi
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  2. Xianwen Gao
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Correspondence to Xianwen Gao.

Additional information

Recommended by Associate Editor Soohee Han under the direction of the Editor Duk-Sun Shim. This work was supported by Key Program of National Natural Science Foundation of China under Grant No. 61573088 and 61433004.

Wenhai Qi was born in Taian, Shandong Province, P. R. China, in 1986. He received B.S. degree in automation from Qufu Normal University in 2008 and M.S. degree from Qufu Normal University in 2013. Now, he is a Ph.D. candidate in Northeastern University, Shenyang, P. R. China. His research work focus on Markovian jump systems, positive systems, etc.

Xianwen Gao received his B.S. degree from Shenyang University of Chemical Technology in 1978 and his M.S. degree from Northeastern University in 1993. In 1998, he received his Ph.D. degree in control theory and control engineering from Northeastern University. He is currently a professor in Northeastern University. His main research interests are modeling of complex industry process and intelligent control, stochastic jump systems, etc.

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Qi, W., Gao, X. Positive L 1-gain filter design for positive continuous-time Markovian jump systems with partly known transition rates. Int. J. Control Autom. Syst. 14, 1413–1420 (2016). https://doi.org/10.1007/s12555-014-0396-6

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  • DOI: https://doi.org/10.1007/s12555-014-0396-6

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