TY - JOUR
T1 - Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems
AU - Ahn, Choon Ki
AU - Shi, Peng
AU - Basin, Michael V.
N1 - 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: hironaka@korea.ac.kr).
Publisher Copyright:
© 1963-2012 IEEE.
PY - 2018/5
Y1 - 2018/5
N2 - 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.
AB - 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.
KW - Fornasini-Marchesini local state-space (FM LSS) model
KW - stochastic peak-to-peak filtering
KW - two-dimensional (2-D) systems
UR - http://www.scopus.com/inward/record.url?scp=85029155400&partnerID=8YFLogxK
U2 - 10.1109/TAC.2017.2747761
DO - 10.1109/TAC.2017.2747761
M3 - Article
AN - SCOPUS:85029155400
SN - 0018-9286
VL - 63
SP - 1472
EP - 1479
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 5
ER -