Abstract

This paper provides the optimal solution of the filtering design problem for a special class of discrete-time Markov jump linear systems whose transition probability matrix has identical rows. In the two-mode case, this is equivalent to saying that the random variable has a Bernoulli distribution. For that class of dynamic systems we design, with the help of new necessary and sufficient linear matrix inequality conditions, and optimal mode-independent filters with the same order of the plant. As a first proposal available in the literature, for partial information characterised by cluster availability of the mode, we also show it is possible to design optimal full-order linear filters. If some plant matrices do not vary within the same cluster, we show that the optimal filter exhibits the internal model structure. We complete the results with illustrative examples. A realistic practical application considering sensors connected to a network using a communication protocol such as the Token Ring is included in order to put in evidence the usefulness of the theoretical results.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.