H∞ filter design of stochastic Markovian jump delay systems

Author

Chen, Yun ; Zheng, Wei Xing

Author_Institution

Inst. of Inf. & Control, Hangzhou Dianzi Univ., Hangzhou, China

fYear

2012

fDate

23-25 May 2012

Firstpage

417

Lastpage

422

Abstract

The problem of H_∞ filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an H_∞ filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.

Keywords

H_∞ filters; Lyapunov methods; Markov processes; control system synthesis; delays; linear matrix inequalities; stochastic systems; BRL; GFL; H_∞ filter design; LKF theory; LMI; Lyapunov-Krasovskii functional theory; bounding techniques; cross terms; delay-dependent bounded real lemma; free matrix variables; generalized Finsler lemma; linear matrix inequalities; stochastic retarded Markovian jump systems; time delays; Asymptotic stability; Attenuation; Delay; Delay effects; Delay systems; Linear matrix inequalities; Stochastic processes; GFL; H∞ filtering; Markovian jump systems; delay; mean-square asymptotic stability; stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference (CCDC), 2012 24th Chinese

Conference_Location

Taiyuan

Print_ISBN

978-1-4577-2073-4

Type

conf

DOI

10.1109/CCDC.2012.6244063

Filename

6244063