Robust L2-L∞ Filtering of Time-Delay Jump Systems with Respect to the Finite-Time Interval

Abstract EN

This paper studied the problem of stochastic finite-time boundedness and disturbance attenuation for a class of linear time-delayed systems with Markov jumping parameters.

Sufficient conditions are provided to solve this problem.

The L2-L∞ filters are, respectively, designed for time-delayed Markov jump linear systems with/without uncertain parameters such that the resulting filtering error dynamic system is stochastically finite-time bounded and has the finite-time interval disturbance attenuation γ for all admissible uncertainties, time delays, and unknown disturbances.

By using stochastic Lyapunov-Krasovskii functional approach, it is shown that the filter designing problem is in terms of the solutions of a set of coupled linear matrix inequalities.

Simulation examples are included to demonstrate the potential of the proposed results.