Reduced-order filtering with energy-to-peak performance for discrete-time Markovian jumping systems

摘要

In this paper, the l_2-l_∞ (energy-to-peak) performance of the discrete-time Markovian jump linear system is investigated. The jump parameters are modelled by a discrete-time Markov process. Furthermore, we study the l_2-l_∞ reduced-order filtering problem for the Markovian jump linear system. A reduced-order filter with the same randomly jumping parameters is proposed which can make the error systems with Markovian jump parameters stochastically stable with a prescribed l_2-l_∞ performance. Sufficient conditions in terms of linear matrix inequalities (LMIs) and a coupling non-convex rank constraint are derived for the existence of a solution to the reduced-order filtering problems. A numerical example is given to illustrate the design procedures.