Exponential H∞ filter design for stochastic Markovian jump systems with both discrete and distributed time-varying delays

Title:

Exponential H∞ filter design for stochastic Markovian jump systems with both discrete and distributed time-varying delays

Creator:

Ma, Li, Xu, Meimei, Jia, Ruting, and Ye, Hui

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:807beb98-d9ba-451a-8a3f-296615a0be74
uuid:807beb98-d9ba-451a-8a3f-296615a0be74

Subject:

stochastic systems, distributed time-varying delay, H∞ filter, and linear matrix inequality

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[491]-511

Source:

Kybernetika | 2014 Volume:50 | Number:4

Harvested from:

CDK

Metadata only:

false