Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems
- Authors
- Ahn, Choon Ki; Shi, Peng; Basin, Michael V.
- Issue Date
- 5월-2018
- Publisher
- IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
- Keywords
- Fornasini-Marchesini local state-space (FM LSS) model; stochastic peak-to-peak filtering; two-dimensional (2-D) systems
- Citation
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL, v.63, no.5, pp.1472 - 1479
- Indexed
- SCIE
SCOPUS
- Journal Title
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Volume
- 63
- Number
- 5
- Start Page
- 1472
- End Page
- 1479
- URI
- https://scholar.korea.ac.kr/handle/2021.sw.korea/75638
- DOI
- 10.1109/TAC.2017.2747761
- ISSN
- 0018-9286
- 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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