H 1 Filtering for Markovian Jump Linear Systems yMarcelo

O problema de ltragem H 1 para sistemas lineares a tempo-cont nuo e sujeito a falhas e investigado. E proposto uma metodologia para projetar ltros para a classe de sistemas descrita acima que garante um n vel prescrito de atenuaa c~ ao, na norma L 2 induzida pela relaa c~ ao sinal de ru do versus ^ erro de estimaa c~ ao. Os resultados principais s~ ao conseguidos via desigualdades matriciais lineares. ABSTRACT The problem of H 1 ltering for continuous-time linear systems with Markovian jump is investigated. It is assumed that the jumping parameter is available. We propose a methodology for designing Markovian jump linear lters which ensure a prescribed bound on the L 2-induced gain from the noise signals to the estimation error. The main result is tailored via linear matrix inequalities. Abstract The problem of H 1 ltering for continuous-time linear systems with Markovian jump is investigated. It is assumed that the jumping parameter is available. We propose a methodology for designing Markovian jump linear lters which ensure a prescribed bound on the L 2-induced gain from the noise signals to the estimation error. The main result is tailored via linear matrix inequalities.