Open AccessFinite‐time H ∞ filtering for Itô stochastic Markovian jump systems with distributed time‐varying delays based on optimisation algorithm
Author(s) -
Wu Zhengtian,
Jiang Baoping,
Kao Yonggui
Publication year - 2019
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2018.6119
Subject(s) - control theory (sociology) , filter (signal processing) , filtering problem , markov process , computer science , attenuation , transmission (telecommunications) , mode (computer interface) , class (philosophy) , filter design , mathematics , mathematical optimization , control (management) , statistics , physics , artificial intelligence , telecommunications , optics , computer vision , operating system
This study is concerned with the problem of finite‐timeH ∞filter design for a class of Itô stochastic systems with Markovian switching and distributed time‐varying delays. Firstly, a partially mode‐dependent filter is designed to accommodate to unreliable network transmission. The attention is focused on deriving sufficient conditions for the filtering error system to ensure the finite‐time boundedness and to satisfy a prescribedH ∞disturbance attenuation. Then based on stochastic functional theory, the existence ofH ∞filter is presented by solving existing linear matrix inequalities optimisation problems. Furthermore, the result is extended to the case where the mode information is completely transmitted. Finally, a numerical example is provided to show the effectiveness of the proposed results.