Robust H ∞ Filtering for Uncertain Nonlinear Stochastic Systems with Mode-dependent Time-delays and Markovian Jump Parameters

Abstract

This paper investigates the problem of robust H ∞ filtering for a class of uncertain nonlinear stochastic time-delay systems with Markovian jump parameters.The system under consideration contains parameter uncertainties, Itô-type stochastic disturbances, unknown nonlinearities as well as time-varying delays, which vary in a range and dependent on the mode of the operation. We aim to design a full-order 304 Circuits Syst Signal Process (2011) 30: 303-321 Markovian jump filter such that, for all admissible uncertainties, the filtering error system is robustly asymptotically stable in the mean square, and a prescribed H ∞ disturbance attenuation level is guaranteed. By using the Lyapunov stability theory and Itô differential rule, some sufficient conditions in terms of linear matrix inequality (LMI) are proposed to guarantee the existence of the desired H ∞ filter. Then, the explicit expressions of the desired filter parameters are given. Illustrative examples are provided to demonstrate the effectiveness and applicability of the proposed method.

Observer‐based H ∞ control of discrete Markovian jump delay systems with random packet losses and multiplicative noises

“…Markovian jump systems have attracted great attention, for their extensive applications in manufacturing systems, power systems, economics systems, communication systems, and networked control systems (NCSs). Recently, many works about filtering problem of Markovian jump systems have been reported .…”