Robust H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump

被引：3

作者：

Jianwei X. ^{[1
]}

机构：

[1] School of Automation, Nanjing University of Science and Technology, Nanjing

来源：

Journal of Control Theory and Applications | 2007年 / 5卷 / 4期

基金：

中国国家自然科学基金;

关键词：

Linear matrix inequality; Markovian jump; Robust H-infinity filter; Singular stochastic systems; Time-delay;

D O I：

10.1007/s11768-006-6201-1

中图分类号：

学科分类号：

摘要：

This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended Itô stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method. © 2007 Editorial Board of Control Theory & Applications.

引用

页码：331 / 335

页数：4

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