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Finite-time H∞ filtering for Markov jump systems with uniform quantization |
Jingjing Dong(董敬敬)1, Xiaofeng Ma(马晓峰)1, Xiaoqing Zhang(张晓庆)1, Jianping Zhou(周建平)1,†, and Zhen Wang(王震)2 |
1 School of Computer Science & Technology, Anhui University of Technology, Ma'anshan 243032, China; 2 College of Mathematics & Systems Science, Shandong University of Science and Technology, Qingdao 266590, China |
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Abstract This paper is concerned with finite-time H∞ filtering for Markov jump systems with uniform quantization. The objective is to design quantized mode-dependent filters to ensure that the filtering error system is not only mean-square finite-time bounded but also has a prescribed finite-time H∞ performance. First, the case where the switching modes of the filter align with those of the MJS is considered. A numerically tractable filter design approach is proposed utilizing a mode-dependent Lyapunov function, Schur's complement, and Dynkin's formula. Then, the study is extended to a scenario where the switching modes of the filter can differ from those of the MJS. To address this situation, a mode-mismatched filter design approach is developed by leveraging a hidden Markov model to describe the asynchronous mode switching and the double expectation formula. Finally, a spring system model subject to a Markov chain is employed to validate the effectiveness of the quantized filter design approaches.
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Received: 31 May 2023
Revised: 24 July 2023
Accepted manuscript online: 08 August 2023
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PACS:
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02.30.Yy
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(Control theory)
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02.50.Ga
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(Markov processes)
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87.19.lr
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(Control theory and feedback)
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Fund: Project supported by the Natural Science Foundation of the Anhui Higher Education Institutions (Grant Nos. KJ2020A0248 and 2022AH050310). |
Corresponding Authors:
Jianping Zhou
E-mail: jpzhou0@gmail.com
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Cite this article:
Jingjing Dong(董敬敬), Xiaofeng Ma(马晓峰), Xiaoqing Zhang(张晓庆), Jianping Zhou(周建平), and Zhen Wang(王震) Finite-time H∞ filtering for Markov jump systems with uniform quantization 2023 Chin. Phys. B 32 110202
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