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

Choon Ki Ahn, Peng Shi, Michael V. Basin

Research output: Contribution to journalArticle

11 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 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
JournalIEEE Transactions on Automatic Control
DOIs
Publication statusAccepted/In press - 2017 Aug 31

Keywords

  • Boundary conditions
  • Fornasini-Marchesini local state-space model
  • Frequency modulation
  • Integrated circuit modeling
  • Niobium
  • Numerical models
  • stochastic peakto-peak filtering
  • Stochastic processes
  • Symmetric matrices
  • Two-dimensional (2-D) systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

Cite this

Two-Dimensional Peak-to-Peak Filtering for Stochastic Fornasini-Marchesini Systems. / Ahn, Choon Ki; Shi, Peng; Basin, Michael V.

In: IEEE Transactions on Automatic Control, 31.08.2017.

Research output: Contribution to journalArticle

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