Optimal H2 Mode-independent Filter For Generalized Bernoulli Jump Systems?

In this paper we work with the filtering problem for a special class of discrete-time Markov Jump Linear Systems (MJLS) whose transition probability matrix has identical rows. For that class of systems we design, with the help of new necessary and sufficient LMI conditions, H2 optimal mode-independent filters with the same order of the plant. For cluster availability of the mode, we also show it is possible to design optimal filters. We complete the results with a numerical example. © 2013 EUCA.590595The Bosch Group,Siemens,Buhler,Swiss National Science Foundation (SNSF),RUAG Aviation EngineeringBlair, W.P., Sworder, D.D., Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria (1975) International Journal of Control, 21, pp. 833-841Costa, O.L.V., Do Val, J.B.R., Geromel, J.C., A convex programming approach to h2 control of discretetime markovian linear systems (1997) International Journal of Control, 66, pp. 557-579Costa, O.L.V., Guerra, S., Robust linear filtering for discrete-time hybrid markov linear systems (2002) International Journal of Control, 75, pp. 712-727Costa, O.L.V., Tuesta, E.F., H2-control and the separation principle for discrete-time markovian jump linear systems (2004) Mathematics of Control, Signals and Systems, 16, pp. 320-350Costa, O.L.V., Fragoso, M.D., Marques, R.P., Discrete- Time markov jump linear systems (2005) Probability and Its Applications, , Springer-VerlagFioravanti, A.R., Gonçalves, A.P.C., Geromel, J.C., H2 filtering of discrete-time markov jump linear systems through linear matrix inequalities (2008) International Journal of Control, 81, pp. 1221-1231Gonçalves, A.P.C., Fioravanti, A.R., Geromel, J.C., Markov jump linear systems and filtering through network transmitted measurements (2010) Signal Processing, 90, pp. 2842-2850Hespanha, J., Naghshtabrizi, P., Xu, Y., A survey of recent results in networked control systems (2007) Proceedings of the IEEE, 95, pp. 138-162Ji, Y., Chizeck, H.J., Feng, X., Loparo, K.A., Stability and control of discrete-time jump linear systems (1991) Control Theory and Advanced, Technology, 7, pp. 247-27