Robust Mixed H∞/L2-L∞ Filter Design for Markovian Jump Time-Delay Systems

摘要：

This paper is devoted to the problem of robust H∞/L2-L∞ filtering for Markovian jump system with time-varying delay. The purpose is to design a full order filter such that the resulting filtering error system is mean-square stable, and two prescribed H∞ and L2-L∞ disturbance attenuation levels are satisfied simultaneously. By choosing a new Lyapunov functional, a delay-dependent sufficient condition for the existence of such a filter is obtained. The filter design method is also proposed. And the explicit of the desired filer gain matrices is also given. Finally, a numerical example is included to illustrate the effectiveness of the proposed method.

关键词： Robust H∞/L2-L∞ Filtering Markovian Jump Systems Time-Delay Linear Matrix Inequality(LMI)

作者: Lin Li Yingmin Jia

作者单位: Automatic Division, School of Optical-Electrical and Computer Engineering, University of Shanghai fo The Seventh Research Division and the Department of Systems and Control, Beihang University(BUAA), B

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1558-1562

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）