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

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Abstract

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.

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Authors and Affiliations

  1. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, China

    Yueying Liu

  2. School of Mathematics and Statistics, Shandong Normal University, Jinan, 250358, China

    Ting Hou

  3. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, China

    Ting Hou

Authors
  1. Yueying Liu
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  2. Ting Hou
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Corresponding author

Correspondence to Ting Hou.

Additional information

This research was 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, and the Research Fund for the Taishan Scholar Project of Shandong Province.

This paper was recommended for publication by Editor SUN Jian.

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Liu, Y., Hou, T. Robust H2/H∞ Fuzzy Filtering for Nonlinear Stochastic Systems with Infinite Markov Jump. J Syst Sci Complex 33, 1023–1039 (2020). https://doi.org/10.1007/s11424-020-8364-0

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  • DOI: https://doi.org/10.1007/s11424-020-8364-0

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