Robust H∞ Filtering for Uncertain Stochastic Markovian Jump Systems with Mode-dependent Time Delays and Nonlinear Disturbances
This paper investigates the problem of robust H filtering for uncertain nonlinear stochastic time-delay systems with Markovian jump parameters. The system under consideration contains parameter uncertainties, ?Ito-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 Markovian jump linear filter such that, for all admissible uncertainties, nonlinearities and time-delays, the filtering error system is robustly asymptotically mean-square stable, and a prescribed H disturbance attenuation level is guaranteed. By using the Lyapunov stability theory and ?Ito differential rule, some novel delay-range-dependent sufficient conditions in terms of linear matrix inequality (LMI) are proposed to guarantee the existence of the desired H filter. Then, the explicit expression of the desired filter parameters is characterized. An illustrative numerical example is provided to demonstrate the effectiveness and applicability of the proposed method.
H∞ filtering Stochastic systems Time-varying delays Uncertain systems Markovian jump parameters Nonlinear disturbance Linear matriz inequality
Huaicheng Yan Max Qinghu Meng Hao Zhang
Department of Electronic Engineering, The Chinese University of Hong Kong , Shatin N.T., Hong Kong Department of Control Science and Engineering, Tongji University, Shanghai 200092, P.R. China
国际会议
2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)
广西桂林
英文
2104-2109
2009-06-17(万方平台首次上网日期,不代表论文的发表时间)