Title :
Filter design for Markov jump systems with time-delay based on passive analysis
Author :
Dong Yu ; Chengcheng Gong ; Guici Chen
Author_Institution :
Coll. of Sci., Wuhan Univ. of Sci. & Technol., Wuhan, China
Abstract :
In this paper, the filter design problems for Markov jump systems(MJSs) with time delay based on passive analysis are investigated. Firstly, The mode-dependent Lyapunov-Krasovskii functional is constructed. Then, based on the passivity index, the delay-independent and delay-dependent sufficient conditions for designation of filter of MJSs is obtained respectively. Finally, a numerical example with simulations is provided to illustrate the correctness of the obtained results and the effectiveness of the proposed method.
Keywords :
Lyapunov methods; Markov processes; continuous time systems; delays; filtering theory; linear systems; stochastic systems; Markov jump systems; continuous-time linear MJS; delay-dependent sufficient condition; delay-independent sufficient condition; filter design problem; mode-dependent Lyapunov-Krasovskii functional; passive analysis; passivity index; time delay; Delay effects; Delays; Linear matrix inequalities; Markov processes; Numerical models; Robustness; Time-varying systems; Filter; Markov jump; Passivity;
Conference_Titel :
Control and Decision Conference (CCDC), 2015 27th Chinese
Conference_Location :
Qingdao
Print_ISBN :
978-1-4799-7016-2
DOI :
10.1109/CCDC.2015.7162323
