Groupe d’études et de recherche en analyse des décisions


On Filtering for Singular Linear Systems with Random Abrupt Changes

This paper deals with the class of continuous-time singular linear Markovian jump systems with totally and partially known transition jump rates. The filtering problem of this class of systems is tackled. New sufficient conditions for filtering are developed. A design procedure for the filter which guarantees that the dynamics of the filter error will be piecewise regular, impulse-free and stochastically stable with -disturbance rejection is proposed. It is shown that the addressed problem can be solved if the corresponding developed linear matrix inequalities (LMIs) with some constraints are feasible. A numerical example is employed to show the usefulness of the proposed results.

, 24 pages