Robust H2/H∞ Fuzzy Filtering for Nonlinear Stochastic Systems with Infinite Markov Jump

作     者：LIU Yueying HOU Ting LIU Yueying;HOU Ting

作者机构：College of Mathematics and Systems ScienceShandong University of Science and TechnologyQingdao 266590China School of Mathematics and StatisticsShandong Normal UniversityJinan 250358China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2020年第33卷第4期

页      面：1023-1039页

核心收录：

学科分类：0711[理学-系统科学] 07[理学] 08[工学] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 071102[理学-系统分析与集成] 081103[工学-系统工程] 

基　　金：supported by the National Natural Science Foundation of China under Grant No.61673013 the Natural Science Foundation of Shandong Province under Grant No.ZR2016JL022 the Key Research and Development Plan of Shandong Province under Grant No.2019GGX101052 the Research Fund for the Taishan Scholar Project of Shandong Province 

主　　题：H2/H∞ filtering Markov 

摘      要：Robust fuzzy filterings for a class of nonlinear stochastic systems with infinite Markov jump are explored based on T-S fuzzy model approach in this paper. First of all, the exponentially mean square stable filter with a prescribed H∞ performance is designed via linear matrix inequalities(LMIs). Secondly, H2/H∞ fuzzy filtering is solved in terms of LMIs by minimizing the estimation error energy under the worst case fuzzy disturbance. The corresponding fuzzy filter parameters can be received by convex optimization algorithms. And lastly, two illustrative examples are performed to manifest the validity of the proposed methods.