Delay-range-dependent robust H∞ filtering for uncertain stochastic systems with mode-dependent time delays and Markovian jump parameters
作者： Hanyong Shao
DOI: 10.1016/J.JMAA.2007.12.063
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摘要: Abstract This paper investigates the problem of robust H ∞ filtering for uncertain stochastic time-delay systems with Markovian jump parameters. Both state dynamics and measurement system are corrupted by Wiener processes. The time delay varies in an interval depends on mode operation. A linear filter is designed to guarantee exponential mean-square stability a prescribed disturbance attenuation level resulting error system. novel approach employed showing stability. decay rate can be directly estimated using matrices Lyapunov–Krasovskii functional its derivative. delay-range-dependent condition form LMIs derived solvability this problem, desired constructed solutions LMIs. An illustrative numerical example provided demonstrate effectiveness proposed approach.
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