In this paper, the distributed H∞ estimation problem is investigated for a moving target with local communication and switching topology. Based on the solution of the algebraic Riccati equation, a recursive algorithm is proposed using constant gain. The stability of the proposed algorithm is analysed by using the Lyapounov method, and a lower bound for estimation errors is obtained for the proposed common H∞ filter. Moreover, a bound for the H∞ parameter is obtained by means of the solution of the algebraic Riccati equation. Finally, a simulation example is employed to illustrate the effectiveness of the proposed estimation algorithm.
This paper is concerned with the exponential H∞ filter design problem for stochastic Markovian jump systems with time-varying delays, where the time-varying delays include not only discrete delays but also distributed delays. First of all, by choosing a modified Lyapunov-Krasovskii functional and employing the property of conditional mathematical expectation, a novel delay-dependent approach is developed to deal with the mean-square exponential stability problem and H∞ control problem. Then, a mean-square exponentially stable and Markovian jump filter is designed such that the filtering error system is mean-square exponentially stable and the H∞ performance of estimation error can be ensured. Besides, the derivative of discrete time-varying delay h(t) satisfies h˙(t)≤η and simultaneously the decay rate β can be finite positive value without equation constraint. Finally, a numerical example is provided to illustrate the effectiveness of the proposed design approach.