Robust Reliable Dissipative Filtering For Markovian Jump Nonlinear Systems With Uncertainties

INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
Int. J. Adapt. Control Signal Process. 2017; 31:39–53

Published online 4 March 2016 in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/acs.2680
Robust reliable dissipative filtering for Markovian jump

nonlinear systems with uncertainties
Rathinasamy Sakthivel1,2,*,† , M. Sathishkumar3 , Kalidass Mathiyalagan3 and

S. Marshal Anthoni3
1 Department of Mathematics, Sri Ramakrishna Institute of Technology, Coimbatore – 641 010, India
2 Department of Mathematics, Sungkyunkwan University, Suwon 440-746, Korea
3 Department of Mathematics, Anna University - Regional Campus, Coimbatore – 641046, India
SUMMARY
This paper investigates the problem of robust reliable dissipative filtering for a class of Markovian jump
nonlinear systems with uncertainties and time-varying transition probability matrix described by a polytope.
Our main attention is focused on the design of a reliable dissipative filter performance for the filtering error
system such that the resulting error system is stochastically stable and strictly .Q; S ; R/ dissipative. By intro-
ducing a novel augmented Lyapunov–Krasovskii functional, a new set of sufficient conditions is obtained
for the existence of reliable dissipative filter design in terms of linear matrix inequalities (LMIs). More pre-
cisely, a sufficient LMI condition is derived for reliable dissipative filtering that unifies the conditions for
filtering with passivity and H1 performances. Moreover, the filter gains are characterized in terms of solu-
tion to a set of linear matrix inequalities. Finally, two numerical examples are provided to demonstrate the
effectiveness and potential of the proposed design technique. Copyright © 2016 John Wiley & Sons, Ltd.
Received 26 August 2015; Revised 11 December 2015; Accepted 3 February 2016
KEY WORDS: Markovian jump nonlinear systems; reliable dissipative filter; polytope uncertainties
1. INTRODUCTION
Markovian jump systems are stochastic dynamical systems, whose dynamics are subject to random
changes because of component failures or repairs, changing subsystem interconnections, sudden
environmental disturbances, and abrupt variations of the operating points [1–4]. In recent years,
Markovian jump systems have received considerable attention from researchers because of its wide
range of applications in many areas such as mobile robots, modeling production systems, networked
control systems, manufacturing systems, and communication systems [5–8]. In the existing litera-
ture, a large number of works have been focused on the analysis and synthesis of linear Markovian
jump systems [9–12]. Moreover, few results are proposed for cases involving Markovian jump sys-
tems with completely known jump probabilities or partially known jump probabilities [13, 14]. On
the other hand, nonlinear Markovian jump systems are much more realistic than the linear systems
and have greater applications in real world problems [15]. Song et al. [16] studied the stability
and robust state feedback stabilization problems for a class of non-linear discrete-time descriptor
Markov jump systems with parameter uncertainties based on the Lyapunov theory and the implicit
function theorem. In particular, most works on Markovian jump systems are all under the assump-
tion that the system must satisfy time invariant Markov process in which transition probabilities
*Correspondence to: Rathinasamy Sakthivel, Department of Mathematics, Sungkyunkwan University, Suwon 440-746,
Korea.
† E-mail: krsakthivel@yahoo.com
Copyright © 2016 John Wiley & Sons, Ltd.

40 S. RATHINASAMY ET AL.
are constant, which is not valid in few real process. So, it is necessary and important to consider
time-varying transition probabilities in the Markovian jump systems.
Further, in many realistic situations, the transition probability of Markovian jump system can be
described by time-dependent and time-varying matrix. On the other hand, to describe the charac-
teristics of uncertainties caused by time-varying transition probabilities, one can use a polytope set.
The main advantage of polytope set is that even though the transition probability of the Markov
process is not exactly known, it is possible to evaluate some values in some points and assume
that the time-varying transition probabilities evolve in this polytope, which belongs to a convex set
[17]. Also, it is more reasonable to model the system as Markovian jump system with nonhomoge-
neous jump process, that is, the transition probabilities are time varying. Thus, we can model these
time-varying transition probabilities by a polytope.
On the other hand, the dissipative theory that unifies H1 and passive theory is a useful framework
for the study of linear and nonlinear control systems, it is introduced in [18] and subsequently gen-
eralized in [19]. There are some interesting works on dissipative analysis and dissipative control for
a variety of dynamical systems such as nonlinear systems [20], impulsive systems [21], stochastic
systems [22], uncertain systems [23], and networked Markovian jump systems [24]. However, there
are only few works on dissipative filtering for Markovian jump systems (see [25] and references
therein). Mathiyalagan et al. [26] studied the problem of robust reliable dissipative filter design for
networked control systems with sensor failures and random packet dropouts, in which the consid-
ered Networked Control System (NCS) model is subject to the sources of uncertainty in the system
parameters. However, to the best of author’s knowledge, the problem of robust reliable dissipative
filtering for Markovian jump systems has not yet been fully investigated, which motivates out study.
Based on the aforementioned consideration, the purpose of this paper is to solve the problem
of robust reliable dissipative filtering for Markovian jump systems with uncertainties. Further, we
establish a new set of sufficient condition such that Markovian jump systems with uncertainties is
robustly stochastically stable and strictly .Q; S ; R/ dissipative.
The main contributions of this paper are listed as follows:
(i) In the proposed work, the nonhomogeneous transition probabilities in Markovian jump
systems are expressed by a polytope set.
(ii) It should be mentioned that the proposed results are more general one because it can
guarantee that the required results for both in sensor are normal and partially failure cases.
(iii) It is noted that the proposed result includes the H1 filter and passivity filter as special cases.
(iv) Sufficient conditions for the robust stochastically stability and strictly .Q; S ; R/ dissipativity
of Markovian jump systems with uncertainties are obtained by using the Lyapunov–
Krasovskii stability theory and linear matrix inequality (LMI) technique.
It is worth pointing out that the robust reliable dissipative filtering problem considered here
includes the H1 filter problem and passivity-based filter problem as special cases. The addressed
problem in this paper can be converted into convex optimization problems in terms of linear matrix
inequalities that can be effectively solved by using available numerical software. Finally, two
numerical examples are provided to illustrate the effectiveness of the proposed technique.
This paper is organized as follows: Preliminaries and definitions as well as problem formulation
for Markovian jump systems with uncertainties is provided in Section 2. Main results are presented
in Section 3, where robust reliable dissipative filtering performance conditions and the technique to
calculate the parameters of the desired filter are given. Section 4 presents two numerical examples to
demonstrate the effectiveness of the proposed design technique. Finally, conclusions are presented
in Section 5.
The notations used in this paper are standard. Rn stands for an n-dimensional Euclidean space;
the transpose of a matrix A is denoted by AT ; E¹:º denotes the mathematical statistical expectation;
Ln2 Œ0; 1/ stands for the space of n-dimensional square integrable function over Œ0; 1/; a positive
definite matrix P is denoted by P > 0; I is the unit matrix with appropriate dimension, and
means symmetric term in the symmetric matrix.
Copyright © 2016 John Wiley & Sons, Ltd. Int. J. Adapt. Control Signal Process. 2017; 31:39–53
DOI: 10.1002/acs
ROBUST RELIABLE DISSIPATIVE FILTERING 41
2. PROBLEM FORMULATION AND PRELIMINARIES
In this paper, we consider the discrete-time Markovian jump nonlinear systems in the following
form:
x.k C 1/ D A.rk /x.k/ C B.rk /w.k/ C g.x.k/; rk /;
y.k/ D C.rk /x.k/ C D.rk /w.k/; (1)
´.k/ D H.rk /x.k/ C J.rk /w.k/;
where A.rk /, B.rk /, C.rk /, D.rk /, H.rk /, and J.rk / are mode-dependent constant matrices with
appropriate dimensions at the working instant k; x.k/ 2 Rn is the state vector of the system; y.k/ is
the output vector of the system; ´.k/ is the controlled output vector of the system; w.k/ 2 Lq2 Œ0; 1/
is the external disturbance vector of the system; g.:/ is the time-dependent norm-bounded uncer-
tainties; rk ; k > 0 is the concerned discrete-time Markov stochastic process that takes the values in
finite state set ƒ D ¹1; 2; 3; : : : ; N º, where r0 represents the initial mode. Further, we assume that
the following conditions hold;
(H1) The norm-bounded uncertainty g.:/ in system (1) is assumed to satisfy
g.x.k/; rk / D A.rk /x.k/ and A.rk / D M.rk /‡ .rk /N.rk /;
where M.rk / and N.rk / are constant matrices with appropriate dimensions and ‡ .rk / is an
unknown matrix with Lebesgue measurable elements satisfying ‡ T .rk /‡ .rk / 6 I .
For possible values rk D i 2 ƒ, the system (1) can be rewritten as
x.k C 1/ D Ai .k/x.k/ C Bi w.k/;
y.k/ D Ci x.k/ C Di wk ; (2)
´.k/ D Hi x.k/ C Ji w.k/;
where Ai .k/ D .Ai C Ai .k//. Also, the transition probability matrix is defined as
….k/ D ¹ij .k/º; i; j 2 ƒ;
where ij .k/ D P .rkC1 D j jrk D i/ is the transition probability from mode i at time k to mode j
P
at time k C 1, which satisfies ij .k/ > 0 and N j D1 ij .k/ D 1.
In this paper, the robust reliable dissipative filtering problem is considered for a class of
Markovian jump nonlinear systems (2) with both parameter uncertainty and time-varying transition
probabilities. In particular, such transition uncertainties is assumed to evolve in a polytope. For more
details about the polytope, one can refer to the papers of Shi et al. [27] and Yin et al. [17].
For given vertices …s ; s D 1; 2; : : : ; w, the time-varying transition matrix ….k/ can be described
P
w P
w
as ….k/ D ˛s .k/…s , where 0 6 ˛s .k/ 6 1 and ˛s .k/ D 1 [27].
sD1 sD1
In this paper, the sensor fault y G .k/ can be described as
y G .k/ D Gy.k/; (3)
where G is the sensor fault matrix defined as
° ±
0 6 G D diag g 1 ; : : : ; g p 6 G D diag¹g1 ; : : : ; gp º 6 G D diag¹g 1 ; : : : ; g p º 6 I (4)
in which the variables gi .i D 1; : : : ; p/ quantify the failures of the sensor. Let us denote
° g Cg g p Cg p
±
G0 D diag¹g01 ; : : : ; g0p º D GCG 2
D diag 1
2
1
; : : : ; 2
;
° g g g g
± (5)
G1 D diag¹g11 ; : : : ; g1p º D GG
p
2
D diag 1 2 1 ; : : : ; p 2 :
Now the matrix G can be written as

G D G0 C ; G0 C diag¹1 ; 2 ; : : : ; p º; ji j 6 g1i .i D 1; 2; : : : ; p/: (6)
DOI: 10.1002/acs
Our main purpose is to design the mode-dependent filter with sensor failures for the estimation of
x.k/:
x.k
O C 1/ D Af i x.k/
O C Bf i y G .k/
(7)
Ó .k/ D Cf i x.k/
O C Df i y G .k/;
where Af i , Bf i , Cf i , and Df i are the filter parameters to be determined; x.k/
O is the state vector,
and Ó .k/ is the output signal of the filter. By defining x.k/
N D Œx T .k/; xO T .k/T and the filtering
error e.k/ D ´.k/ Ó .k/, we have the following filtering error system:
N C 1/ D Ai .k/x.k/
x.k N C Bi .k/w.k/;
(8)
e.k/ D Ci .k/x.k/
N C Di .k/w.k/;
where

Ai .k/ 0 Bi
Ai .k/ D ; Bi .k/ D ;
Bf i GCi Af i Bf i GDi

Ci .k/ D Hi Df i GCi Cf i ; Di .k/ D Ji Df i GDi :
Definition 2.1
System (8) with w.k/ D 0 is robustly stochastically stable for any initial state .x.0/;
N r0 / if the
following condition holds:
´1 μ
X
2
E kx.k/k
N j.x.0/r
N 0 / < 1; (9)
kD0
where x.k/
N denotes the solution of (8) under the initial condition .x.0/;
N r0 /.
Lemma 2.2
[6] Assume that , Mi , and Nai are real matrices with appropriate dimensions and ‡ .rk / is a matrix
function satisfying ‡ T .rk /‡ .rk / 6 I , then
C Mi ‡ .rk /Nai C ŒMi ‡ .rk /Nai T < 0
holds if and only if there exists a scalar > 0 satisfying
C 1 Mi MiT C Nai
T
Nai :
Definition 2.3
[26] System (8) is strictly .Q; S ; R/ dissipative if for a scalar ˇ > 0 and every non-zero w.k/ 2
l2 Œ0; 1/, the response e.k/ under zero initial condition (i.e., x(0)
N = 0) satisfies
M
"M #
X T X
T T T
E e .k/Qe.k/ C 2e .k/S w.k/ C w .k/Rw.k/ > ˇE w .k/w.k/ ;
kD0 kD0
where Q, S , and R are real matrices with symmetric Q, R, and K > 0 is an integer. Also, for
convenience, it is assumed that Q 6 0, then we obtain Q D .QN 1=2 /2 .
Lemma 2.4
[24] Given matrices A, Q D QT , and P > 0, then AT PA Q < 0 holds if and only if there exists
a matrix Y such that

Q AT Y T
:
P Y YT
Lemma 2.5
[23] For any two matrices X and Y with appropriate dimensions, we have X T Y CY T X 6 X T X C
1 Y T Y holds for any scalar > 0.
DOI: 10.1002/acs
Remark 2.6
The notion .Q; S ; R/ dissipative filter design proposed in this paper includes H1 and passivity
filters as special cases, which are stated as follows:
If Q D I; S D 0; R D 2 I , then .Q; S ; R/ dissipative filter reduces to the H1 performance.
If Q D 0; S D I; R D 0, then .Q; S ; R/ dissipative reduces to the passivity performance.
If Q D 1 I; S D .1 /I; R D I , and 2 Œ0; 1, then .Q; S ; R/ dissipative reduces
to the mixed H1 and passivity performance.
3. MAIN RESULTS
In this section, first we propose an LMI-based sufficient conditions so that error system (8) is
robustly stochastically stable when w.k/ D 0 and strictly .Q; S ; R/ dissipative for non-zero w.k/.
Next, we extend the results to design the reliable filter in terms of the feasible solutions to a set
of LMIs. Based on the augmented system and Lyapunov–Krasovskii functional construction tech-
nique, we will obtain a set of sufficient condition for stochastic stability (with w.k/ D 0) and
strict dissipativity. In the following theorem, we prove that the filtering error system (8) is robustly
stochastically stable when w.k/ D 0 and strictly .Q; S ; R/ dissipative for non-zero w.k/.
Theorem 3.1
Given matrices Q 6 0, symmetric R and S , the augmented system (8) is robustly stochastically
stable (with w.k/ D 0) and strictly dissipative if there exist positive definite matrices Ps .i/ and
Pq .j / such that the following LMI holds:
2 3
PNs .i/ CiT .k/S ATi .k/PNq .i/ CiT .k/QN 1=2
6 2DiT .k/S R BiT .k/PNq .i/ DiT .k/QN 1=2 7
D6
4
7 < 0;
5 (10)
PNq .i/ 0
I
P
w P
N P
w P
w
where PNs .i/ D ˛s .k/Ps .i/, PNq .i/ D ˛s .k/ˇq .k/ijs Pq .j /, 0 6 ˛s .k/ 6 1;
sD1 j D1 sD1 qD1
P
w P
w
˛s .k/ D 1 and 0 6 ˇq .k/ 6 1; ˇq .k/ D 1.
sD1 qD1
Proof
Consider the Lyapunov–Krasovskii function for the system (8) when w.k/ D 0 in the following
form:
w
X
V .x.k/;
N i/ D xN T .k/ ˛s .k/Ps .i/x.k/
N for i 2 ƒ;
sD1
P
w
where 0 6 ˛s .k/ 6 1, ˛s .k/ D 1, and Ps .i/ > 0.
sD1
By taking the forward difference of V .x.k/;
N i/ along the trajectories of the system (8), we obtain
V .x.k/;
N i/ D E¹V .x.kN C 1/; i/ V .x.k/;
N i/º
2 3
N X
X w X w
D xN T .k/ 4ATi .k/ ˛s .k/˛s .k C 1/ijs Pq .j /Ai .k/5 x.k/
N
j D1 sD1 sD1
w
X
xN T .k/ ˛s .k/Ps .i/x.k/:
N
sD1
DOI: 10.1002/acs
P
w P
w
By taking ˛s .k C 1/Ps .j / D ˇq .k/Pq .j /; from the aforementioned equation, we obtain
sD1 qD1
2 0 1 3
X w X
N X w
V .x.k/;
N i/ D xN T .k/ 4ATi .k/ @ ˛s .k/ˇq .k/ijs Pq .j /A Ai .k/5 x.k/
N
j D1 sD1 qD1
w
X
xN T .k/ ˛s .k/Ps .i/x.k/;
N
sD1
D xN T .k/‰.i; k/x.k/:
N
Let
0 1
w
X X w X
N X w
˛s .k/Ps .i/ C ATi .k/ @ ˛s .k/ˇq .k/ijs Pq .j /A Ai .k/ < 0 8i 2 ƒ (11)
sD1 j D1 sD1 qD1
P
w P
w
with 0 6 ˛s .k/ 6 1; ˛s .k/ D 1; and 0 6 ˇq .k/ 6 1; ˇq .k/ D 1: Using system (8),
sD1 qD1
condition (11) implies that V .x.k/;
N i/ < 0 .i 2 ƒ/. Let D min¹
min .‰.i; k//º .i 2 ƒ/, where
k
min .‰.i; k// is the minimal eigenvalue of ‰.i; k/. Then
V .x.k/;
N i/ 6 xN T .k/x.k/:
N
Further, by taking mathematical expectation, we have

´ T μ ´ T μ
X X
2
E V .x.k/;
N i/ D E¹V .x.TN C 1// V .x.0/;
N i/º 6 E kx.k/k
N
kD0 kD0
from which it follows that

´ T μ
X 1 1
2
E kx.k/k
N 6 .E¹V .x.T
N C 1// V .x.0/;
N i/º/ 6 .E¹V .x.0/;
N i/ V .x.T
N C 1//º/:

kD0
Also, we have
´ T
μ
X 1
2
lim E kx.k/k
N 6 V .x.0/;
N i/:
T !1
kD0
It follows from Definition 2.1 that the augmented system (8) is stochastically stable. Next, we dis-
cuss the dissipativity of the error system (8) with non-zero w.k/ and a given disturbance attenuation
level ˇ > 0. For this, we consider the following performance index:
M
X
J D e T .k/Qe.k/ C 2e T .k/S w.k/ C w T .k/Rw.k/:
kD0
Now, using output vector e.k/ defined in (8) and from (11), we obtain

E V .x.k/;
N i/ e T .k/Qe.k/ 2e T .k/S w.k/ w T .k/Rw.k/ 6 E T .k/.k/ ; (12)
where .k/ D ŒxN T .k/; w T .k/T . By applying Schur complement to (12), it is easy to obtain (10).
Hence, if the matrix inequality (10) holds, a sufficiently small scalar ˇ > 0 can always be found
such that

E V .x.k/;
N i/ e T .k/Qe.k/ 2e T .k/S w.k/ w T .k/Rw.k/ C ˇw T .k/w.k/ 6 0: (13)
DOI: 10.1002/acs
Now summing up (13) from 0 to T and note that V .x.T

N C 1// > 0/ and V .x.0//
N D 0, we can
achieve that
"M # "M #
X X
T T T T
E Œe .k/Qe.k/ C 2e .k/S w.k/ C w .k/Rw.k/ > ˇE w .k/w.k/ : (14)
kD0 kD0
Then, by Definition 2.3, the Markovian jump nonlinear system in (8) is stochastically stable and
strictly .Q; S ; R/ dissipative. Thus, the proof is complete.
In the following theorem, the previously analyzed dissipativity condition will be used to design
a suitable filter design such that the filtering error system in (8) subject to possible sensor failure
satisfies a required dissipativity criterion. Based on the result of Theorem 3.1, the reliable dissipative
filter design for Markovian jump system (1) is presented in the following two cases:
When the sensor failure matrix G is known, then the results will be presented in Theorem 3.2.
When the sensor failure matrix G is unknown, then the corresponding filter design will be
presented in Theorem 3.3.
Theorem 3.2
Suppose that given matrices Q 6 0, symmetric R and S , and the sensor fault matrix G are known,
then (7) is a strictly reliable dissipative filter for the uncertain system (1) if there exists a symmet-
ric positive definite matrices Ps .i/ > 0, matrices Y.i/; AF .i/; BF .i/; CF .i/; DF .i/, and positive
scalar 1i such that the following LMIs hold;
2 3
66 T1 1i T2
‚ D 4 1i 0 5 < 0; (15)
1i
1;1 D P1s .i/; 1;2 D P2s .i/; 1;3 D HiT S C CiT G T DFT .i/S ; 1;4 D ATi .k/Y1T .i/ C
CiT G T BFT .i/; 1;5 D ATi .k/Y3T .i/ C CiT G T BFT .i/; 1;6 D .HiT CiT G T DFT .i//QN 1=2 ; 2;2 D
P3s .i/; 2;3 D CFT .i/S ; 2;4 D ATF .i/; 2;5 D ATF .i/; 2;6 D CFT .i/QN 1=2 ; 3;3 D
R 2.JiT DiT G T DFT .i//S ; 3;4 D BiT Y1T .i/ C DiT G T BFT .i/; 3;5 D BiT Y3T .i/ C
DiT G T BFT .i/; 3;6 D .JiT DiT G T DFT .i//QN 1=2 ; 4;4 D PN1q .i/ Y1 .i/ Y1T .i/; 4;5 D
PN Y3T .i/; 5;5 D N T
2q .i/ TY2 .i/
T T T
P3q .i/ Y2 .i/ Y 2 .i/; 4;6 D 5;6 D 0; 6;6 D I; 1 D
013 Mi Y1 .i/ Mi Y3 .i/ 0 ; 2 D Nai 015 . Moreover, the gain matrices of the filter are
given by Af .i/ D Y21 .i/AF .i/; Bf .i/ D Y21 .i/BF .i/; Cf .i/ D CF .i/; Df .i/ D DF .i/.
Proof
Define partition matrices Yi and Ps .i/ as follows:

Y1 .i/ Y2 .i/ P1s .i/ P2s .i/
Y.i/ D ; Ps .i/ D :
Y3 .i/ Y2 .i/ P3s .i/
Applying Lemma 2.4 to (10) and using the partition matrices Yi and Ps .i/, we can obtain
2 N 3
Ps .i/ CiT .k/S ATi .k/Y T .i/ CiT .k/QN 1=2
6 2DiT .k/S R BiT .k/Y T .i/ DiT .k/QN 1=2 7
6 7 < 0: (16)
4 PNq .i/ Y.i/ Y T .i/ 0 5
I
By using the parameter uncertainty defined in (H1) and letting AF .i/ D Y2 .i/Af .i/; BF .i/ D
Y2 .i/Bf .i/; CF .i/ D Cf .i/, and DF .i/ D Df .i/, matrix inequality (16) can be written as
N 66 C ŒMi ‡ .i/Nai C ŒMi ‡ .i/Nai T < 0:
(17)
Further, by using Lemma 2.2 to (17) and using Schur complement, we can obtain the LMI (15). The
proof is completed.
DOI: 10.1002/acs
Theorem 3.3
For given matrices Q 6 0, symmetric R and S and assume that the fault matrix G is unknown
and satisfying (4), then (7) is a strictly reliable dissipative filter for the uncertain system (1) if there
exist symmetric positive definite matrices Ps .i/ > 0, matrices Y.i/; AF .i/; BF .i/; CF .i/; DF .i/,
positive scalar 1i ; 1 ; 2 such that the following LMIs hold;
2 3
O 66 T 1i T GT G1 GT G1
1 2
6 1i 0 0 0 7
6 7
O D6
‚ 0 0 7 < 0; (18)
6 1i 7
4 1 0 5
2
where
2 3
O 1;1 1;2
O 1;3
O 1;4
O 1;5
O 1;6

6 2;2 2;3 2;4 2;5 2;6 7
6 7
6 O 3;3
O 3;4
O 3;5
O 3;6 7

O 66
D6
6
7;
6 4;4 4;5 4;6 77
4 5;5 5;6 5
6;6
O 1;1 D P1s .i/ C Ci 1 C T ; O 1;3 D C T S C C T G T D T .i/S ; O 1;4 D AT .k/Y T .i/ C

i i i 0 F i 1
O 1;5 D AT .k/Y T .i/ C C T G T B T .i/;
CiT G0T BFT .i/; O 1;6 D .H T C T G T D T .i//QN 1=2 ; O 3;3 D
i 3 i 0 F i i 0 F
R 2.JiT DiT G0T DFT .i//S CDi 2 DiT ; O 3;4 D B T Y T .i/CD T G T B T .i/;
O 3;5 D B T Y T .i/C
i 1 i 0 F i 3
T T T
Di G0 BF .i/; O 3;6 D .J D G D .i//QN 1=2 . Further, the gain matrices of the filter can be
T T T T
i i 0 F
calculated by Af .i/ D Y21 .i/AF .i/; Bf .i/ D Y21 .i/BF .i/; Cf .i/ D CF .i/; Df .i/ D DF .i/.
Proof
If the actuator failure matrix G is unknown, then using (6), the LMI conditions in (15) can be
written as
N C sym.CG/ C sym.DG/ < 0;
‚ (19)
where
T
C D Ci 017 ; G D 012 DFT .i/S BFT .i/ BFT .i/ DFT .i/QN 1=2
T
and D D 012 Di 015 ;
in which ‚N is obtained by replacing G by G0 in ‚. By using Lemma 2.5, for any scalars 1 ; 2 > 0,
(19) can be written as
N C C1 CT C D2 DT C GT G1 11 G1 G C GT G1 21 G1 G < 0:
‚ (20)
Then, by using Schur complement in the aforementioned inequality, we can obtain that (20) is
equivalent to (18). The proof is completed.
Remark 3.4
In [28], the filter design for continuous-time linear Markov jump system with an extended dissipative
performance index is discussed. The problem of an extended dissipative analysis for neural networks
with time-varying delays is studied in [29]. In both these works, the notion of extended dissipativity
has been discussed, which is a more general concept of .Q; S ; R/ dissipative. Although in this
article we did not consider the extended dissipative problem, it is easy to extend our results to study
the extended dissipative analysis problem. Further, it should be mentioned that the communication
delays [30] and missing measurements [27] are common problems in practical networked control
systems that will be our future topics of research.
DOI: 10.1002/acs
4. NUMERICAL SIMULATIONS
In this section, we will present two numerical examples to demonstrate the usefulness and
effectiveness of the proposed reliable dissipative filter design.
Example 1
Consider a discrete-time Markovian jump nonlinear system in Eq. (1) with parameters as follows:

0 0:45 0 0:65 0:5
A1 D ; A2 D ; B1 D ;
0:9 1:1 0:6 1:5 1:1

0:6
B2 D ; C1 D 0:8 0:2 ; C2 D 0:3 0:5 ;
1:4

D1 D 1:5 ; D2 D 1:8 ; H1 D 0:5 0:4 ;

0:1
H2 D 0:3 0:1 ; cJ1 D 0:9 ; cJ2 D 0:6 ; M1 D ;
0:2

0:1
M2 D ; N1 D 0:1 0:1 ; N2 D 0:2 0:1 :
0:1
Further, the vertices of the time-varying transition probability matrix are taken as

1 0:2 0:8 2 0:55 0:45 3 0:6 0:4 4 0:4 0:6
… D ;… D ;… D ;… D :
0:35 0:65 0:48 0:52 0:3 0:7 0:9 0:1
In order to obtain

T the
filter
T parameters in (7), set the initial conditions for state and filter
as 0:1 0:1 and 0 0 , respectively. Moreover, the noise signal is taken by w.k/ D
0:01exp.8k/sin.0:5k/. Our aim is to design a filter in the form of (7) such that the filtering error
system in (8) is robustly stochastically stable. In this connection, we discuss various performances,
namely, dissipative, H1 , and passivity in the following two cases.
Case 1: (Sensor is normal) For this case, we choose G D I . Then by solving the LMIs in
Theorem 3.2, we can obtain the filter parameters for dissipative, H1 , and passivity performances,
and they are presented in Table I. Also the corresponding simulation results of the signal and its
estimation, and filtering error for the aforementioned cases are displayed in Figure 1.
Case 2: (Sensor is partially failure) The sensor fault matrix G is assumed to satisfy 0:45I 6
G 6 0:75I such that we can easily obtain G0 D 0:6I and G1 D 0:15I . By using Theorem 3.3
and Remark 2.6, we can estimate the filter parameters for various performances specified in (7) and
Table I. Robust filter parameters for different cases G D I .

Af .1/ Bf .1/ Af .2/ Bf .2/
Cases
Cf .1/ Df q.1/ Cf .2/ Df .2/
Dissipative case 2 3 2 3
0:4503 1:1818 0:3717 0:5549 1:2711 0:3570
Q D 0:2I , S D 0:3I , R D 2:5I , 4 0:2981 0:9764 0:7774 5 4 0:8236 1:0797 1:0188 5
0:5200 0:6553 1:2756 0:1643 0:1262 0:4520
H1 case 2 3 2 3
0:1799 0:5157 0:0240 0:1472 0:3985 0:4501
Q D I , S D 0, R D 2 I , 4 0:3090 0:9287 0:4705 5 4 0:0111 0:4212 1:4715 5
0:1310 0:4172 0:3589 0:1639 0:0371 0:0963
mi n D 0:1723
Passive case 2 3 2 3
0:0641 0:7529 0:3699 0:3174 0:8432 0:8584
Q D 0, S D I , R D 0, 4 0:0589 0:8890 0:8205 5 4 0:4484 0:6170 1:4057 5
2:3564 21:6656 29:0795 19:7788 9:0950 43:0504
DOI: 10.1002/acs
0.02 0.12
Filtering error z(k)−\hat{z}(k)

0
Signal and its estimation

0.1
−0.02
0.08
−0.04
0.06
−0.06
0.04
−0.08
−0.1 0.02
−0.12 0
−0.14 −0.02
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
Time ‘k’ Time ‘k’
0.005 0.03

0
0.025
−0.005
0.02
−0.01
−0.015 0.015
−0.02 0.01
−0.025
0.005
−0.03
−0.035 0
−0.04 −0.005
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
3 0.5
2.5 0
2 −0.5
1.5 −1
1 −1.5
0.5 −2
0 −2.5
−0.5 −3
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
Figure 1. Simulation results for robust filter performances in Example 1.
Table II. Robust reliable filter parameters for different cases (0:45I 6 G 6 0:75I ).

Af .1/ Bf .1/ Af .2/ Bf .2/
Cases
Cf .1/ Df .1/ Cf .2/ Df .2/
Dissipative case 2 3 2 3
0:1737 0:2377 0:7236 0:5192 0:0316 1:1628
Q D 0:2I , S D 0:3I , R D 2:5I , 4 0:8144 0:6809 0:8635 5 4 0:0310 0:3531 2:6177 5
0:7491 0:5207 0:0225 0:3808 0:1234 0:2214
H1 case 2 3 2 3
0:2002 0:3704 0:3635 0:2238 0:2946 0:6811
Q D I , S D 0, R D 2 I , 4 0:6641 0:8351 0:0763 5 4 0:1292 0:5811 1:9208 5
0:3540 0:3676 0:0152 0:1381 0:0066 0:0700
mi n D 1:4128
Passive case 2 3 2 3
0:0947 0:2979 0:3825 0:1816 0:0894 1:9204
Q D 0, S D I , R D 0, 4 0:3564 0:6591 0:0451 5 4 0:0434 0:1162 4:5692 5
0:1013 0:2787 0:5339 0:1564 0:0514 3:1749
DOI: 10.1002/acs
they are listed in Table II. Subsequently, Figure 2 shows the simulation results of the signal and its
estimation and filtering error. Furthermore, the jumping modes during the simulation are plotted in
Figure 3(a).
Dissipative case
−3 −3
2 x 10 1 x 10

0 0
−2 −1
−2
−4
−3
−6
−4
−8
−5
−10
−6
−12 −7
−14 −8
−16 −9
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
(a) Signal and its estimation (b) Error
−3 −3
4 x 10 4 x 10

2 3
0 2
−2 1
−4 0
−6 −1
−8 −2
−10 −3
−12 −4
−14 −5
−16 −6
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
(c) Signal and its estimation (d) Error

Passive case
0.05 0.01
0.04 0
0.03 −0.01
0.02 −0.02
0.01 −0.03
0 −0.04
−0.01 −0.05
−0.02 −0.06
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
(e) Signal and its estimation (f) Error

Figure 2. Simulation results for reliable filter performance in Example 1.
3 3
2.5 2.5
2 2
Mode
Mode
1.5 1.5
1 1
0.5 0.5
0 0
0 5 10 15 20 25 30 0 5 10 15 20 25 30
Time ’k’ Time ’k’
(a) Based on Theorem 3.3 of Example 1 (b) Based on Theorem 3.3 of Example 2
Figure 3. Jumping modes.
DOI: 10.1002/acs
Figure 4. Boost converter.
From Figures 1 and 2, it can be observed that the signal and its estimation quickly converge to
zero in both the cases. Thus, the simulation results reveal that the designed filter of the form (7) has
robustly stochastically stabilize the filtering error system in (8).
Example 2
Now, we will apply Theorem 3.3 to deal with the dissipative filter problems of the PWM (pulse-
width-modulation)-driven boost converter model that is shown in Figure 4 [31]. The advantage
of our result is that it eliminates uncertainties, stabilizes the system, and also achieves certain
performance. The PWM device is controlling the switch S and can switch at most once in
each period T ; C is the capacitance, L is the inductance, R is the load resistance, and E the
source voltage. Further, the parameter values of system (1) that are borrowed from [31] are given
as follows:
2 3 2 3
0:94 0:10 0:06 0:93 0:08 0:07
A1 D 4 0:30 0:95 0:30 5 ; A2 D 4 0:14 0:66 0:20 5
0:25 0:06 0:63 0:16 0:40 0:66
and assume that the other system matrices are

2 3 2 3 2 3T
0:30 1:40 0:10
B1 D 4 0:20 5 ; B2 D 4 0:30 5 ; C1 D 4 0:10 5 ;
0:10 0:20 0:10
2 3T 2 3T 2 3T
0:30 0:70 0:20
C2 D 4 0:40 5 ; H1 D 4 0 5 ; H2 D 4 0 5 ;
0:10 0:30 0:40

D1 D 0:4 ; D2 D 0:5 ; J1 D J2 D 0:
Our main attention is to design the filter parameters in (7) for the PWM-boost converter system.
Assume that the sensor signal is partially failure given by 0:5I 6 G 6 0:9I . For given values
Q D 0:3I; S D 0:2I , and R D 1:5I solving LMIs in Theorem 3.3 by using the MATLAB LMI
Toolbox, the parameters of the reliable dissipative filter can be obtained as
2 3
0:2861 0:0501 0:2675
Af .1/ D 4 0:2640 0:9354 0:3100 5 ;
0:0329 0:0547 0:6953
2 3
1:2443
Bf .1/ D 4 0:1025 5 ; Cf .1/ D 0:0109 0:0371 0:0397 ;
0:5791
DOI: 10.1002/acs
−3 −3
12 x 10 10 x 10
z(k)

\hat{z}(k)
10

8
8
6
6
4 4
2
2
0
0
−2
−4 −2
0 5 10 15 20 25 30 0 5 10 15 20 25 30
Time ’k’ Time ’k’
(a) Signal and its estimation (b) Error
Figure 5. Simulation results for reliable dissipative performance in Example 2.
2 3
1:0352 0:0581 0:0922
Af .2/ D 4 0:1432 0:6163 0:2585 5 ;
0:2032 0:3827 0:5659
2 3
0:0794
Bf .2/ D 4 0:0345 5 ; Cf .2/ D 0:0245 0:3919 0:0006 ;
0:0933

Df .1/ D 0:0168 ; Df .2/ D 0:0770 :
T
For the simulation purpose, we set the initial conditions for state and filter as 0:2 0:1 0:4 and
T
0 0 0 , respectively. Also, the noise signal is chosen as w.k/ D 0:1exp.10k/sin.0:01k/.
Further, the vertices of the time-varying transition probability matrix are given by

0:2 0:8 0:55 0:45 0:6 0:4 0:4 0:6
…1 D ; …2 D ; …3 D ; …4 D :
0:35 0:65 0:48 0:52 0:3 0:7 0:9 0:1
The state responses of the considered system (7) for the designed reliable dissipative filter case are
plotted in Figure 5. The trajectories of signal and its estimation and filtering error system for the
partially failure case are presented in Figure 5(a) and (b), respectively. The corresponding jumping
mode is shown in Figure 3(b). From the simulation results, it is clear that state and its estimation
and filtering error response converge to zero, which demonstrates the effectiveness of the proposed
dissipative filter design technique, and the expected system performance is well achieved.
5. CONCLUSION
In this paper, the problem of robust reliable dissipative filtering design problem for discrete-
time Markov jump systems with uncertainties has been investigated. The reliable dissipative filter
has been designed in terms of LMIs, which can be solved by using standard numerical toolbox.
More precisely, a polytope has been used to express the time-varying transition probability matri-
ces, in which vertices give prior and the filter design ensures that the resulting filtering error
system is stochastically stable and also satisfies the prescribed dissipative performance index.
Finally, two numerical examples have been provided to illustrate the effectiveness of the proposed
theoretical results.
ACKNOWLEDGEMENTS
The work of S. Marshal Anthoni was supported by the NBHM/DAE under grant no.
2/48(4)/2013/NBHM(R.P)/R&D II/687. The work of M. Sathishkumar was supported by Rajiv Gandhi
DOI: 10.1002/acs
National Fellowship (RGNF), UGC, New Delhi, India [grant no. F1-17.1/2015-16/RGNF-2015-17-SC-
TAM-18857 / (SA-III/Website), dated: 09-01-2016].
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Robust Reliable Dissipative Filtering For Markovian Jump Nonlinear Systems With Uncertainties

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INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING

Int. J. Adapt. Control Signal Process. 2017; 31:39–53

Robust reliable dissipative filtering for Markovian jump

Rathinasamy Sakthivel1,2,*,† , M. Sathishkumar3 , Kalidass Mathiyalagan3 and

Received 26 August 2015; Revised 11 December 2015; Accepted 3 February 2016

Copyright © 2016 John Wiley & Sons, Ltd.

2. PROBLEM FORMULATION AND PRELIMINARIES

Now the matrix G can be written as

 C Mi ‡ .rk /Nai C ŒMi ‡ .rk /Nai T < 0

holds if and only if there exists a scalar  > 0 satisfying

min .‰.i; k// is the minimal eigenvalue of ‰.i; k/. Then

Further, by taking mathematical expectation, we have

from which it follows that

Now summing up (13) from 0 to T and note that V .x.T

O 1;1 D P1s .i/ C Ci 1 C T ;  O 1;3 D C T S C C T G T D T .i/S ;  O 1;4 D AT .k/Y T .i/ C

In order to obtain

Table I. Robust filter parameters for different cases G D I .

Filtering error z(k)−\hat{z}(k)

Signal and its estimation

Filtering error z(k)−\hat{z}(k)

Figure 1. Simulation results for robust filter performances in Example 1.

Filtering error z(k)−\hat{z}(k)

Filtering error z(k)−\hat{z}(k)

Time ‘k’ Time ‘k’

(c) Signal and its estimation (d) Error

Time ‘k’ Time ‘k’

(e) Signal and its estimation (f) Error

Figure 4. Boost converter.

and assume that the other system matrices are

Filtering error z(k)−\hat{z}(k)

Signal and its estimation

Вам также может понравиться

C Mi ‡ .rk /Nai C ŒMi ‡ .rk /Nai T < 0

holds if and only if there exists a scalar > 0 satisfying

O 1;1 D P1s .i/ C Ci 1 C T ; O 1;3 D C T S C C T G T D T .i/S ; O 1;4 D AT .k/Y T .i/ C