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Hidden-Markov-Model-Based Asynchronous Filter Design of Nonlinear Markov Jump Systems in Continuous-Time Domain
IEEE Transactions on Cybernetics ( IF 9.4 ) Pub Date : 4-22-2019 , DOI: 10.1109/tcyb.2018.2824799
Shanling Dong , Zheng-Guang Wu , Ya-Jun Pan , Hongye Su , Yang Liu

This paper addresses the dissipative asynchronous filtering problem for a class of Takagi-Sugeno fuzzy Markov jump systems in the continuous-time domain. The hidden Markov model is applied to describe the asynchronous situation between the designed filter and the original system. Based on the stochastic Lyapunov function, a sufficient condition is developed to guarantee the stochastic stability of the filtering error systems with a given dissipative performance. Two different methods for the existence of desired filter are established. Due to the Finsler's lemma, the second approach has fewer variables to decide and brings less conservatism than the first one. Finally, an example is provided to demonstrate the correctness and advantage of the proposed approaches.

中文翻译:


基于隐马尔可夫模型的连续时域非线性马尔可夫跳跃系统异步滤波器设计



本文解决了连续时间域中一类 Takagi-Sugeno 模糊马尔可夫跳跃系统的耗散异步滤波问题。采用隐马尔可夫模型来描述所设计的滤波器与原系统之间的异步情况。基于随机李亚普诺夫函数,提出了保证给定耗散性能的滤波误差系统随机稳定性的充分条件。建立了两种不同的方法来实现所需过滤器的存在。由于芬斯勒引理,第二种方法需要决定的变量更少,并且比第一种方法带来的保守性更少。最后,提供一个例子来证明所提出方法的正确性和优点。
更新日期:2024-08-22
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