A Mode-Independent H ∞ Filter Design for Discrete-Time Markovian Jump Linear Systems 1

@inproceedings{Souza2003AMH,
  title={A Mode-Independent H ∞ Filter Design for Discrete-Time Markovian Jump Linear Systems 1},
  author={Carlos E. de Souza},
  year={2003}
}
This paper addresses the problem of H∞ filtering for discrete-time linear systems with Markovian jumping parameters. The main contribution of the paper is to provide a linear matrix inequality approach for designing an asymptotically stable linear time-invariant H∞ filter for systems where the jumping parameter is not accessible. The cases where the transition probability matrix of the Markov chain is either exactly known, or unknown but belongs to a given polytope, are treated. The robustH… CONTINUE READING

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