Design of H∞ Filters for Markovian Jump Delayed Systems
This paper considers the problem of H∞ filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an H∞ performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based H∞ filter, which ensures the stochastic stability of the filtering error system with a prescribed H∞ disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed H∞ filter.
Yun Chen Wei Xing Zheng
Institute of Information and Control Hangzhou Dianzi University Hangzhou 310018, China School of Computing and Mathematics University of Western Sydney Penrith South DC NSW 1797, Australi
国际会议
2010 IEEE 10th International Conference on Signal Processing(第十届信号处理国际会议 ICSP 2010)
北京
英文
267-270
2010-08-24（万方平台首次上网日期，不代表论文的发表时间）