H∞ Filtering for Stochastic Systems with Markovian Switching and Partly Unknown Transition Probabilities

被引：0

作者：

Yucai Ding

Hong Zhu

Shouming Zhong

Yuping Zhang

Yong Zeng

机构：

[1] University of Electronic Science and Technology of China,School of Automation Engineering

[2] University of Electronic Science and Technology of China,School of Mathematical Sciences

[3] University of Electronic Science and Technology of China,Key Laboratory for Neuroinformation of Ministry of Education

来源：

Circuits, Systems, and Signal Processing | 2013年 / 32卷

关键词：

filtering; Markovian switching; Partly unknown transition probability; Distributed time-varying delays; Linear matrix inequalities (LMIs);

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper considers the H∞ filtering problem for stochastic systems. The systems under consideration involve Markovian switching, mode-dependent delays, Itô-type stochastic disturbance, distributed time-varying delays and partly unknown transition probabilities. Our aim is to design a full-order filter such that the corresponding filtering error system is stochastically stable and satisfies a prescribed H∞ disturbance attenuation level. By using a new Lyapunov–Krasovskii functional, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs). A numerical example is given to illustrate the effectiveness of the proposed main results.

引用

页码：559 / 583

页数：24

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