Robust finite-time bounded observer design for a class of uncertain non-linear Markovian jump systems

Weiming Xiang, Jian Xiao, Muhammad Naveed Iqbal

Research output: Contribution to journalArticle

Abstract

This paper concerns the state estimation problem for a class of uncertain non-linear Markovian jump systems, where the Markovian jump only occurs in some 'short' finite-time intervals. For this class of Markovian jump systems, the boundedness of estimation error deserves our investigation. By introducing the concepts of finite-time stochastic stability and boundedness, sufficient conditions ensuring uncertain non-linear Markovian jump system's finite-time stochastic stablility and boundedness are derived, then the result is extended to γ -disturbance attenuation case. Based on the analysis results, a robust observer ensuring the estimation error bounded with γ -disturbance attenuation in a prescribed boundary is constructed. A design algorithm is proposed when some parameter optimization is involved. Numerical design examples are given to illustrate the effectiveness of our results.

Original languageEnglish (US)
Pages (from-to)551-572
Number of pages22
JournalIMA Journal of Mathematical Control and Information
Volume29
Issue number4
DOIs
StatePublished - Dec 1 2012
Externally publishedYes

Fingerprint

Markovian Jump Systems
Observer Design
Error analysis
Boundedness
Disturbance Attenuation
Estimation Error
State estimation
Finite-time Stability
Stochastic Stability
Algorithm Design
Parameter Optimization
State Estimation
Observer
Jump
Interval
Sufficient Conditions
Class

Keywords

  • γ-disturbance attenuation
  • finite-time stochastic boundedness
  • finite-time stochastic stability
  • Markovian jump system
  • state estimation

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Control and Optimization
  • Applied Mathematics

Cite this

Robust finite-time bounded observer design for a class of uncertain non-linear Markovian jump systems. / Xiang, Weiming; Xiao, Jian; Naveed Iqbal, Muhammad.

In: IMA Journal of Mathematical Control and Information, Vol. 29, No. 4, 01.12.2012, p. 551-572.

Research output: Contribution to journalArticle

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