H∞ filtering for Markovian jump systems with time-varying delays

Author

Liu, Jinliang ; Yan, Ruixia ; Han, Hua ; Hu, Songlin ; Hu, Yifan

Author_Institution

Coll. of Inf. Sci. & Technol., Donghua Univ., Shanghai, China

fYear

2010

fDate

26-28 May 2010

Firstpage

1249

Lastpage

1254

Abstract

This paper proposes a class of H_∞ filter design for Markovian jump systems with time-varying delays. Firstly, exploiting a new Lyapunov function and using the convexity property of the matrix inequality, new criteria are derived for the H_∞ performance analysis of the filtering-error systems,which can lead to much less conservative analysis results. Secondly, based on the obtained conditions, the gain of filter can be obtained in terms of linear matrix inequalities (LMIs). Finally, numerical examples are given to demonstrate the effectiveness and the merit of the proposed method.

Keywords

H^∞ control; Lyapunov methods; Markov processes; control system synthesis; delay systems; filtering theory; linear matrix inequalities; time-varying systems; H∞ filter design; H∞ performance analysis; Lyapunov function; Markovian jump system; convexity property; filtering-error system; linear matrix inequalities; time-varying delay; Delay systems; Filtering; Hybrid power systems; Linear matrix inequalities; Lyapunov method; Nonlinear filters; Performance analysis; Power system economics; Symmetric matrices; Time varying systems; H∞ filter; Markovian Jump Systems; time delay;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference (CCDC), 2010 Chinese

Conference_Location

Xuzhou

Print_ISBN

978-1-4244-5181-4

Electronic_ISBN

978-1-4244-5182-1

Type

conf

DOI

10.1109/CCDC.2010.5498168

Filename

5498168