Automatica, Vol.44, No.7, 1849-1858, 2008
H-infinity filtering for 2D Markovian jump systems
This paper is concerned with the problem of H-infinity filtering for 2D discrete Markovian jump systems. The mathematical model of 2D jump systems is established upon the well-known Roesser model. Our attention is focused on the design of a full-order filter, which guarantees the filtering error system to be mean-square asymptotically stable and has a prescribed H-infinity disturbance attenuation performance. Sufficient conditions for the existence of a desired filter are established in terms of linear matrix inequalities (LMIs), and the corresponding filter design is cast into a convex optimization problem which can be efficiently solved by using commercially available numerical software. A numerical example is provided to illustrate the effectiveness of the proposed design method. (c) 2008 Elsevier Ltd. All rights reserved.
Keywords:linear matrix inequality (LMI);Markovian jump linear systems (MJLS);H-infinity filtering;2D systems