Delay-dependent H-infinity filtering of uncertain Markovian jump delay systems via delay-partitioning approach

作者：Chen Weimin^*; Wang Lanning

来源：Journal of the Franklin Institute, 2014, 351(3): 1431-1452.

DOI：10.1016/j.jfranklin.2013.11.014

In this paper, the problem of H-infinity filtering of uncertain time-delay systems with Markovian jumping parameters is considered. Firstly, by utilizing the delay-partitioning idea, an augmented mode-dependent Lyapunov functional is employed to analyze the stochastic stability and H-infinity performance of the resulting filtering error systems. It is noted that the derived performance analysis results are less conservative than the recent ones in the literature. Secondly, based on the criteria obtained, a desired filter can be constructed by introducing a given nonsingular matrix and a scalar. Numerical examples are given to illustrate the effectiveness of the proposed approach.

• 出版日期2014-3
• 单位南京理工大学; 南京邮电大学