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
收藏
页码：559 / 583
页数：24
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