## Robust Control, Optimization, and Applications to Markovian Jumping Systems

View this Special IssueResearch Article | Open Access

Jun Chen, Haiqiao Sun, "Improved Robust Filtering Approach for Nonlinear Systems", *Abstract and Applied Analysis*, vol. 2014, Article ID 613026, 9 pages, 2014. https://doi.org/10.1155/2014/613026

# Improved Robust Filtering Approach for Nonlinear Systems

**Academic Editor:**Shuping He

#### Abstract

An improved design approach of robust *H*_{∞} filter for a class of nonlinear systems described by the Takagi-Sugeno (T-S) fuzzy model is considered. By introducing a free matrix variable, a new sufficient condition for the existence of robust *H*_{∞} filter is derived. This condition guarantees that the filtering error system is robustly asymptotically stable and a prescribed *H*_{∞} performance is satisfied for all admissible uncertainties. Particularly, the solution of filter parameters which are independent of the Lyapunov matrix can be transformed into a feasibility problem in terms of linear matrix inequalities (LMIs). Finally, a numerical example illustrates that the proposed filter design procedure is effective.

#### 1. Introductions

In recent years, when the external disturbance and the statistical properties of the measurement noise are unknown, using* H*_{∞} filtering approach to estimate the states of a linear system becomes one of the focuses on the estimated theoretical research, and some useful research results [1–4] are obtained. However, how to design an effective filter for nonlinear systems is still a very difficult problem. Over the past two decades, there has been a rapidly growing interest in fuzzy control of nonlinear systems. In particular, the fuzzy model proposed by Takagi and Sugeno [5] receives a great deal of attention. And it indicates that this type of fuzzy model has a good approximation performance for the complex nonlinear systems, so some scholars attempt to apply this fuzzy model to design* H*_{∞} filter for nonlinear systems. Feng et al. [6] were prior scholars to study the filter for nonlinear systems by using T-S fuzzy model and linear matrix inequality (LMI) techniques. For a class of discrete nonlinear dynamic systems, Tseng and Chen [7] and Pan et al. [8] studied a fuzzy* H*_{∞} filtering problem. After that, Tseng [9, 10] and Tian et al. [11] discussed the design problem of robust* H*_{∞} fuzzy filter for a class of continuous nonlinear systems. Moreover, the above-obtained results were extended to the fuzzy* H*_{∞} filter or robust* H*_{∞} filter design for nonlinear systems with time delay [12–15]. In addition,* H*_{∞} filtering approach is also applied to Markovian jump systems [16], nonlinear interconnected systems [17], chaotic systems [18], and networked nonlinear systems [19] for the discrete-time case and stochastic systems [20] and singular systems [21] for the continuous-time case. Nevertheless, in the above-mentioned results, the solving process of filter parameters is related to the Lyapunov matrix, which will more or less bring some conservative to the results. The reason is that most of the existence conditions of filter are sufficient conditions; if the Lyapunov matrix cannot be found, then the filter parameters which maybe exist cannot be constructed. For this reason, de Oliveira et al. [22] proposed a novel filter design method by introducing free matrices to the framework of the quadratic Lyapunov function. By means of decoupling the relations between the Lyapunov matrix and the system matrix, the conservative of the results will be reduced. But due to the restrictions of LMI characteristics, this method can only be applied to the discrete systems [17, 23, 24]. Lately, Apkarian et al. [25] extended this idea to the linear continuous systems with the aid of Projection Theorem. And this idea has been used in other fields [26–28]. Unfortunately, to the best of our knowledge, this idea has not yet been introduced to the design of robust* H*_{∞} filter for the uncertain continuous nonlinear systems.

Taking into account the above-mentioned results, this paper will discuss a new design method of robust* H*_{∞} filter for a class of uncertain nonlinear systems. Firstly, the T-S fuzzy model is employed to represent the nonlinear systems. Then, on the basis of the bounded real lemma of continuous systems, a new criterion for the existence of the improved robust* H*_{∞} filter is obtained via introducing a free matrix variable. Based on this criterion, the solution of the filter parameters independent of the Lyapunov matrix can be obtained. Combined with the linear matrix inequality techniques, the filter design problem can be transformed into a feasibility problem of a set of linear matrix inequalities. Finally, a simulation example will be given to verify the validity of the proposed method.

#### 2. Problem Formulation

Consider a class of uncertain nonlinear systems described by the following T-S fuzzy models.

Plant Rule: whereis the state vector, is the measured output, is the signal to be estimated, and is the noise signal vector (including process and measurement noises).is the initial state condition of the system, which is considered to be known and, without loss of generality, assumed to be zero. are the premise variables, is the fuzzy set, and is the number of IF-THEN rules., , , , and are known real constant matrices with appropriate dimensions of the th subsystem, respectively. The uncertain time-varying matrices andrepresent the parameter uncertainties in the system model and are assumed to be norm-bounded of the following forms: where , , , andare known constant matrices of appropriate dimensions, which reflect the structural information of uncertainty, andis an uncertainty matrix function with Lebesgue measurable elements and satisfies

By using the weighted average method for defuzzification, the uncertain fuzzy dynamic model for the system (1) can be inferred as follows: where , and in which is the grade of membership ofin the fuzzy set, whileis the grade of membership of the th rule.

In general, it is assumed that , and. Therefore, it is easy to obtain that , , and.

Based on the T-S fuzzy models (1), the full-order filter is constructed as follows.

Filter Rule: whereis the state vector of filter and is an estimate value of the filter output. The matrices , ,, and are filter parameters to be determined. Here, it is assumed that the initial condition of filter is . Then the whole fuzzy filter can be expressed as

Set the state variable as and estimated error as. Then the filtering error dynamic equation inferred from formulas (4) and (7) can be described as follows: where

Letbe the transfer function from the disturbance inputto the estimation error. Then the robust* H*_{∞} filter design problem considered in this paper can be described as follows: for a given constant, find a* H*_{∞} full-order filter in the form of (7) so that the filtering error dynamic system (8) is robustly asymptotically stable and the* H*_{∞} norm of the transfer functionis less than the given constant; that is, is satisfied. Here, constantis called a prescribed* H*_{∞} performance level.

For brevity, the functionswill be replaced byin the subsequence, and,,,will be replaced by,,,.

#### 3. Robust Filter Design

According to the bounded real lemma of continuous-time systems, this section firstly gives a sufficient condition for the existence of robust* H*_{∞} filter for the uncertain fuzzy system (4). That is, for a given constant, the filtering error system (8) is robustly asymptotically stable and satisfies, if there exists a symmetric positive definite matrix, such that the following matrix inequality holds:

With the aid of the basic idea of [25], an improved robust* H*_{∞} filter design method is obtained by introducing a free matrix variable, in which the Lyapunov function matrix and the filtering error system matrix are separated. Then the filter parameters to be determined can be solved independently of the Lyapunov function matrix. This kind of processing method can reduce the conservatism of the results.

Theorem 1. *For a given constant, the filtering error system (8) is robustly asymptotically stable and satisfies, if there exist a symmetric positive definite matrixand matrix, such that the following matrix inequality holds:*

*Proof. *Rewrite the matrix inequality (11) in the following form:,
where

According to the Projection Theorem [25], inequality (12) is equivalent to the following inequality; that is,

Applying the Schur complement, it is easy to know that inequality (10) can be deduced from the above inequality. That is to say, inequality (11) is a sufficient condition of the establishment of inequality (10), which can guarantee the filtering error system (8) is robustly asymptotically stable and satisfies the prescribed* H*_{∞} performance level.

Take into account that inequality (11) is a nonlinear matrix inequality on the matrix variables (, , , , , ), so it is very difficult to solve these variables directly. In this end, the variable substitution method will be utilized in the following derivation to transform inequality (11) into the form of linear matrix inequalities. Then the parameters of robust* H*_{∞} filter can be easily achieved by applying the MATLAB LMI toolbox.

Lemma 2 (see [29]). *Given matrices , , and of appropriate dimensions, where is symmetric, then the inequalityholds for all satisfying, if and only if there exists a constantsuch that the equalityholds.**Let matrices, , andbe partitioned as follows:
**
where.**Then introduce the following nonsingular matrices:
**
Obviously, the equationholds.**Denote, . Let inequality (11) be pre- and postmultiplied byand, respectively, and substitute the expression of the matrix variables,,, and. The following matrix inequality can be obtained:**where
*

Moreover, denote. Similarly, multiply inequality (17) byon the left and byon the right. At the same time, let Then inequality (17) can be equivalent to the following form:where

In the following, by substituting expression (2) of the uncertain matricesandinto the matrix inequality (20), it can be obtained that where

According to Lemma 2, the matrix inequality (22) holds for all admissible uncertainty matrices satisfying condition (3), if and only if there exist constantsand,, such that the following matrix inequality holds:

Applying the Schur complement lemma to the above matrix inequality, the following conclusion can be reached from the above deduction.

Theorem 3. *For a given constant, the filtering error system (8) is robustly asymptotically stable and satisfies, if there exist constant,, symmetric positive definite matrix,, and matrices ,,,,,,,,, such that for all admissible uncertainties (3) the following linear matrix inequalities hold:*

Using the matrix relations of formula (19) and the equivalence of the transfer function, filter parameter matrices are given as follows:

Set, and an optimization problem about robust* H*_{∞} filter can be described in the following:
Thus, the obtained filter can be called an optimal robust* H*_{∞} filter of the uncertain fuzzy system (4), and the corresponding optimal disturbance attenuation level is.

#### 4. Numerical Example

In this section, a numerical example will be given to illustrate the effectiveness of robust* H*_{∞} filtering approach developed in the previous section (see Figure 1) [30].

According to the literature [30], Figure 1 can be described by the following state equations: whereis capacitor voltage andis inductor current.

Assume that the state variablesatisfies. In order to simplify the calculation, two fuzzy rules will be used to approximate the nonlinear system (28).

Plant Rule 1:

Plant Rule 2: where model parameters are given below:

And the fuzzy membership functions corresponding to the above two rules are given in Figure 2.

By giving the* H*_{∞} performance leveland constructing the fuzzy filter (7), by solving linear matrix inequalities (25), the modified filter parameters can be obtained as follows:

Assume that the initial state of system is, the initial state of filter is, and the uncertain matrix is selected as. Apply the above-obtained filter to the system (28) for filtering simulation. When the exogenous interference noise is set as, the simulation results are shown in Figure 3, in which the blue dotted line indicates the case without introducing a free matrix variable, while the red dotted line represents the case with introducing a free matrix variable. Similarly, Figure 4 shows the filtering results when the noise is a random noise with zero mean and variance of 0.01. Obviously, from the simulation results, it can be seen that the filtering results with introducing a free matrix variable are better than those of not introducing, and the former makes the system have a higher error estimation accuracy.

Moreover, by solving the optimization problem (27), the minimum disturbance attenuation level is obtained as. By comparison, the result without introducing a free matrix variable is also given as. Thus it can be seen that the system can obtain lower disturbance attenuation level by introducing a free matrix variable.

#### 5. Conclusions

This paper successfully extends the ideology of literature [25] to robust* H*_{∞} filter design for a class of uncertain nonlinear systems. By introducing a free matrix variable, this paper gives a new systematic design methodology of robust* H*_{∞} filter. In particular, the filter parameters can be designed independent of the Lyapunov matrix. This method can decouple between the Lyapunov matrix and the system matrix, so it can reduce the conservatism of the system to a certain extent. The solution of filter can be converted into a standard LMI problem. From the simulation results, it can be seen that the improved filter has the lower conservatism and the higher estimation accuracy, which is useful for engineering application.

#### Conflict of Interests

The authors declare that there is no conflict of interests regarding the publishing of this paper.

#### Acknowledgments

This work was supported by National Natural Science Foundation of China (NSFC 61273087), the Basic Research Program of Jiangsu Province of China (Natural Science Foundation) (BK2012111), the Program of Introducing Talents of Discipline to Universities (B12018), the Program for Excellent Innovative Team of Jiangsu Higher Education Institutions, the Priority Academic Program Development of Jiangsu Higher Education Institutions, and a Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions (PAPD).

#### References

- X.-M. Zhang and Q.-L. Han, “Robust ${H}_{\infty}$ filtering for a class of uncertain linear systems with time-varying delay,”
*Automatica*, vol. 44, no. 1, pp. 157–166, 2008. View at: Publisher Site | Google Scholar | Zentralblatt MATH | MathSciNet - D. F. Coutinho, C. E. de Souza, and K. A. Barbosa, “Robust ${H}_{\infty}$ filter design for a class of discrete-time parameter varying systems,”
*Automatica*, vol. 45, no. 12, pp. 2946–2954, 2009. View at: Publisher Site | Google Scholar | Zentralblatt MATH | MathSciNet - R. A. Borges, R. C. L. F. Oliveira, C. T. Abdallah, and P. L. D. Peres, “${H}_{\infty}$ filtering for discrete-time linear systems with bounded time-varying parameters,”
*Signal Processing*, vol. 90, no. 1, pp. 282–291, 2010. View at: Publisher Site | Google Scholar - M. J. Lacerda, R. C. L. F. Oliveira, and P. L. D. Peres, “Robust
*H*_{2}and ${H}_{\infty}$ filter design for uncertain linear systems via LMIs and polynomial matrices,”*Signal Processing*, vol. 91, no. 5, pp. 1115–1122, 2011. View at: Publisher Site | Google Scholar - T. Takagi and M. Sugeno, “Fuzzy identification of systems and its applications to modeling and control,”
*IEEE Transactions on Systems, Man and Cybernetics*, vol. 15, no. 1, pp. 116–132, 1985. View at: Google Scholar - G. Feng, T. H. Lee, and N. Zhang, “Stable filter design of fuzzy dynamic systems,” in
*Proceedings of the IEEE World Congress on Computational Intelligence*, vol. 1, pp. 475–480, May 1998. View at: Google Scholar - C.-S. Tseng and B.-S. Chen, “${H}_{\infty}$ fuzzy estimation for a class of nonlinear discrete-time dynamic systems,”
*IEEE Transactions on Signal Processing*, vol. 49, no. 11, pp. 2605–2619, 2001. View at: Publisher Site | Google Scholar - J. T. Pan, S. M. Fei, F. Liu, and Y. Niu, “Relaxed ${H}_{\infty}$ filtering designs for discrete-time Takagi-Sugeno fuzzy systems,” in
*Proceedings of the 32nd Chinese Control Conference*, pp. 3529–3534, Xi'an, China, July 2013. View at: Google Scholar - C.-S. Tseng, “Robust fuzzy filter design for nonlinear systems with persistent bounded disturbances,”
*IEEE Transactions on Systems, Man, and Cybernetics B: Cybernetics*, vol. 36, no. 4, pp. 940–945, 2006. View at: Publisher Site | Google Scholar - C.-S. Tseng, “Robust fuzzy filter design for a class of nonlinear stochastic systems,”
*IEEE Transactions on Fuzzy Systems*, vol. 15, no. 2, pp. 261–274, 2007. View at: Publisher Site | Google Scholar - H. Tian, J. B. Qiu, H. J. Gao, and Q. G. Lu, “New results on robust filtering design for continuous-time nonlinear systems via T-S fuzzy affine dynamic models,” in
*Proceedings of the 12th International Conference on Control, Automation, Robotics & Vision (ICARCV '12)*, pp. 1220–1225, Guangzhou, China, 2012. View at: Google Scholar - S. K. Nguang and P. Shi, “Delay-dependent ${H}_{\infty}$ filtering for uncertain time delay nonlinear systems: an LMI approach,”
*IET Control Theory and Applications*, vol. 1, no. 1, pp. 133–140, 2007. View at: Publisher Site | Google Scholar | MathSciNet - C. Lin, Q.-G. Wang, T. H. Lee, and B. Chen, “${H}_{\infty}$ filter design for nonlinear systems with time-delay through T-S fuzzy model approach,”
*IEEE Transactions on Fuzzy Systems*, vol. 16, no. 3, pp. 739–746, 2008. View at: Publisher Site | Google Scholar - Y. Su, B. Chen, C. Lin, and H. Zhang, “A new fuzzy ${H}_{\infty}$ filter design for nonlinear continuous-time dynamic systems with time-varying delays,”
*Fuzzy Sets and Systems*, vol. 160, no. 24, pp. 3539–3549, 2009. View at: Publisher Site | Google Scholar | Zentralblatt MATH | MathSciNet - S.-J. Huang, X.-Q. He, and N.-N. Zhang, “New results on ${H}_{\infty}$ filter design for nonlinear systems with time delay via T-S fuzzy models,”
*IEEE Transactions on Fuzzy Systems*, vol. 19, no. 1, pp. 193–199, 2011. View at: Publisher Site | Google Scholar - H. L. Dong, Z. D. Wang, D. W. C. Ho, and H. J. Gao, “Robust ${H}_{\infty}$ filtering for Markovian jump systems with randomly occurring nonlinearities and sensor saturation: the finite-horizon case,”
*IEEE Transactions on Signal Processing*, vol. 59, no. 7, pp. 3048–3057, 2011. View at: Publisher Site | Google Scholar | MathSciNet - H. B. Zhang, H. Zhong, and C. Y. Dang, “Delay-dependent decentralized ${H}_{\infty}$ filtering for discrete-time nonlinear interconnected systems with time-varying delay based on the T-S fuzzy model,”
*IEEE Transactions on Fuzzy Systems*, vol. 20, no. 3, pp. 431–443, 2012. View at: Google Scholar - M. Q. Liu, S. L. Zhang, Z. Fan, and M. K. Qiu, “${H}_{\infty}$ state estimation for discrete-time chaotic systems based on a unified model,”
*IEEE Transactions on Systems, Man, and Cybernetics B: Cybernetics*, vol. 42, no. 4, pp. 1053–1063, 2012. View at: Publisher Site | Google Scholar - F. Han, G. Feng, and Y. Wang, “${H}_{\infty}$ filter design of networked nonlinear systems with communication constraints via T-S fuzzy dynamic models,” in
*Proceedings of the American Control Conference (ACC '13)*, pp. 6406–6411, Washington, DC, USA, June 2013. View at: Google Scholar - A. Q. Zhang, “Robust ${H}_{\infty}$ fuzzy filtering for uncertain singular nonlinear stochastic systems,” in
*Proceedings of the 8th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD '11)*, pp. 237–242, July 2011. View at: Publisher Site | Google Scholar - M. D. S. Aliyu and E. K. Boukas, “${H}_{\infty}$ filtering for nonlinear singular systems,”
*IEEE Transactions on Circuits and Systems*, vol. 59, no. 10, pp. 2395–2404, 2012. View at: Publisher Site | Google Scholar | MathSciNet - M. C. de Oliveira, J. Bernussou, and J. C. Geromel, “A new discrete-time robust stability condition,”
*Systems and Control Letters*, vol. 37, no. 2, pp. 261–265, 1999. View at: Publisher Site | Google Scholar | Zentralblatt MATH | MathSciNet - X.-H. Chang and G.-H. Yang, “Non-fragile fuzzy ${H}_{\infty}$ filter design for nonlinear systems,” in
*Proceedings of the Chinese Control and Decision Conference (CCDC '11)*, pp. 3471–3475, May 2011. View at: Publisher Site | Google Scholar - H. L. Zhang and X.-H. Chang, “An LMI approach to fuzzy ${H}_{\infty}$ filter design for nonlinear systems,” in
*Proceedings of the Chinese Control and Decision Conference (CCDC '11)*, pp. 3480–3484, May 2011. View at: Publisher Site | Google Scholar - P. Apkarian, H. D. Tuan, and J. Bernussou, “Continuous-time analysis, eigenstructure assignment, and H2 synthesis with enhanced linear matrix inequalities (LMI) characterizations,”
*IEEE Transactions on Automatic Control*, vol. 46, no. 12, pp. 1941–1946, 2001. View at: Publisher Site | Google Scholar | Zentralblatt MATH | MathSciNet - H. Shen, S. Xu, J. Lu, and J. Zhou, “Passivity-based control for uncertain stochastic jumping systems with mode-dependent round-trip time delays,”
*Journal of the Franklin Institute*, vol. 349, no. 5, pp. 1665–1680, 2012. View at: Publisher Site | Google Scholar | Zentralblatt MATH | MathSciNet - H. Shen, X. Song, and Z. Wang, “Robust fault tolerant control of uncertain fractional-order systems against actuator faults,”
*IET Control Theory & Applications*, vol. 7, no. 9, pp. 1233–1241, 2013. View at: Publisher Site | Google Scholar | MathSciNet - H. Shen, J. H. Park, L. X. Zhang, and Z. G. Wu, “Robust extended dissipative control for sampled-data Markov jump systems,”
*International Journal of Control*, 2014. View at: Publisher Site | Google Scholar - L. Xie, “Output feedback ${H}_{\infty}$ control of systems with parameter uncertainty,”
*International Journal of Control*, vol. 63, no. 4, pp. 741–750, 1996. View at: Google Scholar - S. K. Nguang and W. Assawinchaichote, “${H}_{\infty}$ filtering for fuzzy dynamical systems with $D$ stability constraints,”
*IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications*, vol. 50, no. 11, pp. 1503–1508, 2003. View at: Publisher Site | Google Scholar | MathSciNet

#### Copyright

Copyright © 2014 Jun Chen and Haiqiao Sun. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.