Gain scheduled L-two-L-infinity filtering for neutral systems with jumping and time-varying parameters

Abstract

In this paper, global exponential stochastic stability based continuous gain-scheduled robust L-two-Linfinity filtering problem is studied for a class of stochastic neutral systems subject to time-varying parameters. First, the stochastic time-varying neutral systems are described by a series of stochastic time-constant systems at some selected time points, then based on stochastic Lyapunov-Krasovskii functional approach, a new globally exponentially stochastically stabilizable criterion is derived for each of the jumping system by means of linear matrix inequalities. Subsequently, Ltwo-L-infinity filtering systems are designed for such linear jump systems. Finally, continuous gain-scheduled approach is employed to design time-varying filter systems for the whole working region. A simulation example shows the effectiveness and potential of the developed techniques.

Robust filtering for Markovian jump neutral systems with distributed delays

“…Further, the mixed delays, which are not equal to each other, exist in both states and outputs. It is worth to note that Parlakçı (2015), An et al (2011), Yin et al (2012), and Zhang and Li (2013) are included here as special cases.…”

“…In Li and Zhong (2014), generalised nonlinear l 2 − l ∞ filtering for discrete-time Markovian jump descriptor systems with partially unknown transition probabilities has been presented. The issue on gain-scheduled robust L 2 − L ∞ filtering for neutral systems with jumping and time-varying parameters has been addressed in Yin, Liu, and Shi (2012). Based on a novel version of mode-dependent Lyapunov function, the problem of exponential L 2 − L ∞ filter for distributed delay systems with Markovian jump parameters has been proposed in Zhang and Li (2013).…”

“…It is noted that the works in Yin et al (2012) and Zhang and Li (2013) have investigated only the Markovian jump systems with neutral delays and Markovian jump systems with distributed delays, respectively, owing to some technical difficulties. However, many actual systems encountered time delays may contain discrete delays, neutral delays and distributed delays at the same time.…”

“…The existence of mixed delays in Markovian jump systems may make the filter design much more complicated and harder to handle, especially for the case where the mixed delays are different from each other. Furthermore, the Lyapunov function constructed in Yin et al (2012) does not take neutral delays into consideration and there is no sudden jump of the filter parameters, which is more conservative. In addition, methods introduced in Yin et al (2012) and Zhang and Li (2013) are not the most appropriate to establish sufficient conditions for the stochastic stability, which should not be extended to solve the robust L 2 − L ∞ filtering problem for uncertain Markovian jump neutral systems with distributed delays, it restricts their application scope.…”

A Survey on Gain-Scheduled Control and Filtering for Parameter-Varying Systems

“…Gain-scheduling method can also be applied to analyze the Markovian jump systems. In [101], based on the stochastic Lyapunov-Krasovskii functional approach, a new globally exponentially stochastically stabilizable criterion has been derived for the jumping system by means of linear matrix inequalities. In [66], continuous gain-scheduling approach has been employed to design continuous nonlinear PI tracking controllers on the entire nonlinear jumping system.…”