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H ∞ filtering for singular Markovian jump systems with time delay
Author(s) -
Wu Zhengguang,
Su Hongye,
Chu Jian
Publication year - 2009
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.1486
Subject(s) - mathematics , filter (signal processing) , lemma (botany) , jump , control theory (sociology) , markov process , bounded function , filtering problem , set (abstract data type) , expression (computer science) , computer science , filter design , mathematical analysis , control (management) , statistics , ecology , physics , poaceae , quantum mechanics , artificial intelligence , computer vision , biology , programming language
The problem of H ∞ filtering is considered for singular Markovian jump systems with time delay. In terms of linear matrix inequality (LMI) approach, a delay‐dependent bounded real lemma (BRL) is proposed for the considered system to be stochastically admissible while achieving the prescribed H ∞ performance condition. Based on the BRL and under partial knowledge of the jump rates of the Markov process, both delay‐dependent and delay‐independent sufficient conditions that guarantee the existence of the desired filter are presented. The explicit expression of the desired filter gains is also characterized by solving a set of strict LMIs. Some numerical examples are given to demonstrate the effectiveness of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.