Title :
Design of H∞ filters for Markovian jump delayed systems
Author :
Chen, Yun ; Zheng, Wei Xing
Author_Institution :
Inst. of Inf. & Control, Hangzhou Dianzi Univ., Hangzhou, China
Abstract :
This paper considers the problem of H∞ filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an H∞ performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based H∞ filter, which ensures the stochastic stability of the filtering error system with a prescribed H∞ disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed H∞ filter.
Keywords :
H∞ optimisation; Lyapunov matrix equations; Markov processes; delays; filtering theory; linear matrix inequalities; observers; time-varying systems; H∞ disturbance attenuation level; H∞ filters; Luenberger observer; Lyapunov-Krasovskii functional theory; Markovian jump delayed systems; convex analysis; linear matrix inequalities; time-varying delay; Delay; Performance analysis; Robustness; Stability analysis; Symmetric matrices; Time varying systems; Upper bound;
Conference_Titel :
Signal Processing (ICSP), 2010 IEEE 10th International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4244-5897-4
DOI :
10.1109/ICOSP.2010.5655104
