Filtering

Filtering has been one of the important problems in the areas of control and signal processing, which is usually used to estimate unavailable variables of a given system through noisy measurement. Particularly, H? filtering has become a hot topic due to the powerful signal estimation and good robustness performance. In this chapter, the problem of H? filtering for SMJSs will be considered. When there are uncertainties in TRM, conditions for robust H? filtering are presented for SMJSs in terms of LMIs. Based on a MD Lyapunov function approach, a PMD filter is designed and the developed conditions are expressed in LMIs. In contrast to the traditionally mode-dependent or mode-independent filtering method, the stochastic property of mode available to a filter is employed in the filter design. Finally, another general robust H? filtering is considered, where the designed filter can tolerate uncertainties on its parameters, and the TRM satisfy general cases in terms of being uncertain and partially unknown. LMI-based conditions are developed, which is used to deal with a special case of mode-independent filtering.