Partially mode-dependent design of H∞ filter for stochastic Markovian jump systems with mode-dependent time delays

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:383

Article

Wang, Guoliang

关键词: Markovian jump systems;    Stochastic systems;    Mode-dependent delays;    Partially mode-dependent H infinity filtering;   

DOI  :  10.1016/j.jmaa.2011.05.050

来源: Elsevier

【 摘 要 】

This paper is concerned with the Ho. filtering problem for stochastic delay systems with Markovian jump parameters, where both the state dynamics and measurements of systems are corrupted by Wiener process. In contrast with traditional mode-dependent and mode-independent filtering methods, a new partially mode-dependent filter is established via using a mode-dependent Lyapunov function, where the system mode available to filter implementation is transmitted through an unreliable network and the stochastic property of mode available to a filter is considered. Sufficient conditions for the existence of H infinity. filters are obtained as linear matrix inequalities. Finally, an example is used to show the effectiveness of the given theoretical results. (C) 2011 Elsevier Inc. All rights reserved.

【 授权许可】

Free