H∞ Filtering for Markovian Jump Stochastic Systems with Uncertain Transition Probabilities

被引：0
|
作者：
Cheng Yaling [1 ]
Hua Mingang [1 ,2 ]
Zhang Li [1 ]
机构：
[1] Hohai Univ, Coll Internet Things Engn, Changzhou 213022, Peoples R China
[2] Jiangsu Key Lab Power Transmiss & Distribut Equip, Changzhou 213022, Peoples R China
来源：
PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016 | 2016年
关键词：
H-infinity filtering; Markovian jump stochastic systems; Time-varying delay; Uncertain transition probabilities; Linear matrix inequality; TIME-VARYING DELAYS; DISCRETE; DESIGN; STABILIZATION;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The paper has studied the problem of H-infinity filtering for Markovian jump stochastic systems with uncertain transition probabilities. The systems under consideration not only involve uncertainties both in the system matrices and in the mode transition rate matrix, but also contain time-varying delays. By free-weighting matrix technique, a sufficient condition for the existence of an H-infinity filter is developed. The effectiveness of the proposed method has been demonstrated by a numerical example.
引用
收藏
页码：1740 / 1745
页数：6
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