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

Choon Ki Ahn, Peng Shi, Michael V. Basin

Research output: Contribution to journalArticlepeer-review

38 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 languageEnglish
Pages (from-to)1472-1479
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume63
Issue number5
DOIs
Publication statusPublished - 2018 May

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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