Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems

Choon Ki Ahn; Peng Shi; Michael V. Basin

doi:10.1109/TAC.2017.2747761

Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems

Choon Ki Ahn, Peng Shi, Michael V. Basin

Research output: Contribution to journal › Article › peer-review

68 Citations (Scopus)

Abstract

This paper is concerned with the problem of two-dimensional (2-D) stochastic peak-to-peak filter design for Fornasini-Marchesini local state-space (FM LSS) systems with state-multiplicative noise. First, a novel sufficient condition is established, which guarantees that the underlying FM LSS system is stochastically mean-square stable with 2-D stochastic peak-to-peak performance. A deterministic FM LSS system case is also discussed. Subsequently, based on the result, a new 2-D stochastic peak-to-peak filter of general form is designed for FM LSS systems with state-multiplicative noise. Finally, a numerical example is presented to show the effectiveness of the proposed 2-D stochastic peak-to-peak filter.

Original language	English
Pages (from-to)	1472-1479
Number of pages	8
Journal	IEEE Transactions on Automatic Control
Volume	63
Issue number	5
DOIs	https://doi.org/10.1109/TAC.2017.2747761
Publication status	Published - 2018 May

Bibliographical note

Funding Information:
Manuscript received October 4, 2016; revised March 5, 2017 and August 16, 2017; accepted August 22, 2017. Date of publication August 31, 2017; date of current version April 24, 2018. This work was supported in part by the National Research Foundation of Korea funded by the Ministry of Science, ICT, and Future Planning under Grant NRF-2017R1A1A1A05001325, in part by the Brain Korea 21 Plus Project in 2018, in part by the National Nature Science Foundation of China under Grants U1509217 and 61773131, and in part by Australian Research Council (DP170102644). Recommended by Associate Editor L. Wu. (Corresponding author: Choon Ki Ahn.) C. K. Ahn is with the School of Electrical Engineering, Korea University, Seoul 136-701, South Korea (e-mail: [email protected]).

Publisher Copyright:
© 1963-2012 IEEE.

Keywords

Fornasini-Marchesini local state-space (FM LSS) model
stochastic peak-to-peak filtering
two-dimensional (2-D) systems

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.2017.2747761

Cite this

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title = "Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems",

abstract = "This paper is concerned with the problem of two-dimensional (2-D) stochastic peak-to-peak filter design for Fornasini-Marchesini local state-space (FM LSS) systems with state-multiplicative noise. First, a novel sufficient condition is established, which guarantees that the underlying FM LSS system is stochastically mean-square stable with 2-D stochastic peak-to-peak performance. A deterministic FM LSS system case is also discussed. Subsequently, based on the result, a new 2-D stochastic peak-to-peak filter of general form is designed for FM LSS systems with state-multiplicative noise. Finally, a numerical example is presented to show the effectiveness of the proposed 2-D stochastic peak-to-peak filter.",

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note = "Funding Information: Manuscript received October 4, 2016; revised March 5, 2017 and August 16, 2017; accepted August 22, 2017. Date of publication August 31, 2017; date of current version April 24, 2018. This work was supported in part by the National Research Foundation of Korea funded by the Ministry of Science, ICT, and Future Planning under Grant NRF-2017R1A1A1A05001325, in part by the Brain Korea 21 Plus Project in 2018, in part by the National Nature Science Foundation of China under Grants U1509217 and 61773131, and in part by Australian Research Council (DP170102644). Recommended by Associate Editor L. Wu. (Corresponding author: Choon Ki Ahn.) C. K. Ahn is with the School of Electrical Engineering, Korea University, Seoul 136-701, South Korea (e-mail: [email protected]). Publisher Copyright: {\textcopyright} 1963-2012 IEEE.",

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Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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