H(infinity) Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)This technical note addresses the discrete-time Markov jump linear systems H(infinity) filtering design problem. First, tinder the assumption that the Markov parameter is measurable, the main contribution is the linear matrix inequality (LMI) characterization of all linear filters such that the estimation error remains bounded by a given H(infinity) norm level, yielding the complete solution of the mode-dependent filtering design problem. Based on this result, a robust filter design able to deal with polytopic uncertainty is considered. Second, front file same LMI characterization, a design procedure for mode-independent filtering is proposed. Some examples are solved for illustration and comparisons.54613471351Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP