H ∞ Filtering for a Class of Piecewise Homogeneous Markovian Jump Nonlinear Systems

الملخص EN

H ∞ filtering problem for a class of piecewise homogeneous Markovian jump nonlinear systems is investigated.

The aim of this paper is to design a mode-dependent filter such that the filtering error system is stochastically stable and satisfies a prescribed H∞ disturbance attenuation level.

By using a new mode-dependent Lyapunov-Krasovskii functional, mixed mode-dependent sufficient conditions on stochastic stability are formulated in terms of linear matrix inequalities (LMIs).

Based on this, the mode-dependent filter is obtained.

A numerical example is given to illustrate the effectiveness of the proposed main results.