Title :
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
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;
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
DOI :
10.1109/CCDC.2010.5498168