title: H∞ filtering of Markov jump linear systems with general transition probabilities and output quantization.
abstract: This paper addresses the H∞ filtering of continuous Markov jump linear systems with general transition probabilities and output quantization. S-procedure is employed to handle the adverse influence of the quantization and a new approach is developed to conquer the nonlinearity induced by uncertain and unknown transition probabilities. Then, sufficient conditions are presented to ensure the filtering error system to be stochastically stable with the prescribed performance requirement. Without specified structure imposed on introduced slack variables, a flexible filter design method is established in terms of linear matrix inequalities. The effectiveness of the proposed method is validated by a numerical example.
authors.affiliation: College of Electrical Engineering and Control Science, Nanjing Technology University, Nanjing, 211816, China; Key Laboratory of Measurement and Control of Complex Systems of Engineering, Ministry of Education, Southeast University, Nanjing 210096, China. Electronic address: mouquanshen@gmail.com.
authors.forename: Mouquan
authors.initials: M
authors.lastname: Shen
authors.affiliation: Department of Electrical Engineering, Yeungnam University, Kyonsan 38541, Korea. Electronic address: jessie@ynu.ac.kr.
authors.forename: Ju H
authors.initials: JH
authors.lastname: Park
keywords: Markov jump system; Output quantization; filtering