Title :
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
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;
Conference_Titel :
Control and Decision Conference (CCDC), 2012 24th Chinese
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4577-2073-4
DOI :
10.1109/CCDC.2012.6244063
