H∞ filtering for Markovian jump systems with time-varying delays

摘要：

This paper proposes a class of H∞ filter design for Markovian jump systems with time-varying delays. Firstly, exploiting a new Lyapunov function and using the convexity property of the matrix inequality, new criteria are derived for the H∞ performance analysis of the filtering-error systems,which can lead to much less conservative analysis results. Secondly, based on the obtained conditions, the gain of filter can be obtained in terms of linear matrix inequalities (LMIs) . Finally, numerical examples are given to demonstrate the effectiveness and the merit of the proposed method.

关键词： time delay H∞ filter Markovian Jump Systems

作者: Jinliang Liu Ruixia Yan Hua Han Songlin Hu Yifan Hu

作者单位: College of Information Science and Technology, Donghua University, Shanghai, 201620, P. R.China Glorious Sun School of Business Administration,Donghua University, Shanghai, 250001, P. R. China Huazhong University of Science and Technology, Wuhan, Hubei, 430074, P. R. China

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 1249-1254

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）