File(s) not publicly available
l₁-gain performance analysis and positive filter design for positive discrete-time Markov jump linear systems : a linear programming approach
journal contributionposted on 2017-12-06, 00:00 authored by S Zhu, Qing-Long HanQing-Long Han, C Zhang
This paper is concerned with the l₁-gain performance analysis and positive filter design for a positive discrete-time Markov jump linear system (MJLS) by using a linear programming (LP) approach. First, by constructing a linear stochastic Lyapunov function and introducing an ‘‘equivalent’’ deterministic positive discrete-time linear system, necessary and sufficient conditions in the form of LP are derived for stochastic stability and l₁-gain performance of the positive discrete-time MJLS. Then a sufficient conditionon the existence of the desired positive l₁-gain filter is provided. The desired positive l₁-gain filter can bedesigned by solving a standard LP problem. The pest’s structured population dynamic model is employed to illustrate the effectiveness of the proposed method.
Number of Pages10
Full Text URL
External Author AffiliationsCentre for Intelligent and Networked Systems (CINS); Shandong da xue; TBA Research Institute;