Bounded error estimator design of linear continuous singular random jumping system
Shun-Tian Lou · Kongzhi yu juece · 2012
Based on the basic definition of stochastic stability,stability problem of singular random system is investigated,and a sufficient condition for how to estimate a given singular random system to satisfy the robust ∞ performance is analyzed.Therefore,a method is proposed to solve the problem of filter design.Firstly,for the condition of the error of state estimation which satisfies the robust ∞ performance,a method of designing the filter is presented,which has the same framework with the Kalman filter.Then,for the condition of system structure with uncertainties,a relevant result is given.Finally,numerical examples are given and coefficients are also computed,and the results verify the accuracy and efficiency of the proposed method.