Non-fragile H∞ filtering for uncertain stochastic time-delay systems with Markovian jump parameters

被引：3

作者：

Chen M. ^{[1
]}

Wang D.-B. ^{[1
]}

Wang Z.-S. ^{[1
]}

机构：

[1] Coll. of Automation Engineering, Nanjing Univ. of Aeronautics and Astronautics

来源：

Xi Tong Gong Cheng Yu Dian Zi Ji Shu/Systems Engineering and Electronics | 2010年 / 32卷 / 05期

关键词：

Linear matrix inequality (LMI); Markov switching; Non-fragile filtering; Stochastic system; Time-delay system;

D O I：

10.3969/j.issn.1001-506X.2010.05.030

中图分类号：

学科分类号：

摘要：

The problem of robust and non-fragile H∞ is investigated for a class of uncertain stochastic time-delay Itô-type systems with Markovian jump parameters. With the system uncertainty and the filter gain perturbations, the closed-loop filter error system is robustly asymptotically stable and the H∞ disturbance attenuation is within the prescribed upper bound. With constructing a Lyapunov-Krasovskii function and applying the Itô differential formula to compute the differential function along the system, a sufficient condition for the existence of robust and non-fragile filter is derived in the form of linear matrix inequality (LMI). An illustrative numerical example is provided to demonstrate the effectiveness of the proposed approach.

引用

页码：1019 / 1023

页数：4

共 11 条

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