Reliable H∞ filtering for discrete time‐delay Markovian jump systems with partly unknown transition probabilities

摘要: In this paper, the reliable H∞ filtering problem is studied for a class of discrete nonlinear Markovian jump systems with sensor failures and time delays. The transition probabilities jumping process are assumed to be partly unknown. sensors quantified by variable taking values in given interval. time-varying delay unknown lower upper bounds. purpose addressed design mode-dependent filter such that error dynamics asymptotically mean-square stable also achieves prescribed performance level. By using new Lyapunov–Krasovskii functional delay-partitioning technique, sufficient delay-dependent conditions existence obtained. gains characterized terms solution convex optimization can easily solved semi-definite programme method. A numerical example provided demonstrate effectiveness proposed approach. Copyright © 2011 John Wiley & Sons, Ltd.