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A unified filter for singular Markovian jump systems with mixed delays based on an extended free‐matrix‐based inequality approach
Author(s) -
Tian Yufeng,
Wang Zhanshan
Publication year - 2020
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.3171
Subject(s) - dissipative system , filter (signal processing) , control theory (sociology) , jump , mathematics , computer science , filter design , matrix (chemical analysis) , linear matrix inequality , markov process , mathematical optimization , statistics , physics , materials science , control (management) , quantum mechanics , artificial intelligence , composite material , computer vision
Summary In this article, the problem of unified filters design including H ∞ , L 2 − L ∞ , passive, dissipative filters and their reduced‐order ones is addressed for continuous‐time singular Markovian jump systems with discrete and distributed delays. Unlike some existing works, the mixed delays can be fully captured by proposing an extended free‐matrix‐based integral inequality. By considering two cases of distributed delays, two novel criteria are presented to ensure the filtering error system to be stochastically admissible and extended dissipative. Some numerical examples are provided to illustrate the effectiveness of the unified filter design methods.