Robust H∞ Filtering for a Class of Uncertain Markovian Jump Systems with Time Delays
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-08-18
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
This paper studies the problem of robust H∞ filtering for a class of uncertain time-delay systems withMarkovian jumping parameters.
The system under consideration is subject to norm-bounded time-varyingparameter uncertainties.
The problem to be addressed is the design of a Markovian jump filter such thatthe filter error dynamics are stochastically stable and a prescribed bound on the ℒ2-induced gain from thenoise signals to the filter error is guaranteed for all admissible uncertainties.
A sufficient condition forthe existence of the desired robust H∞ filter is given in terms of two sets of coupled algebraic Riccatiinequalities.
When these algebraic Riccati inequalities are feasible, the expression of a desired H∞ filter isalso presented.
Finally, an illustrative numerical example is provided.
American Psychological Association (APA)
Yang, Yi& Lu, Junwei. 2013. Robust H∞ Filtering for a Class of Uncertain Markovian Jump Systems with Time Delays. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-1031990
Modern Language Association (MLA)
Yang, Yi& Lu, Junwei. Robust H∞ Filtering for a Class of Uncertain Markovian Jump Systems with Time Delays. Mathematical Problems in Engineering No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-1031990
American Medical Association (AMA)
Yang, Yi& Lu, Junwei. Robust H∞ Filtering for a Class of Uncertain Markovian Jump Systems with Time Delays. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-1031990
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1031990