• DocumentCode
    3134568
  • Title

    Robust passive filter design for uncertain singular stochastic Markov jump systems with mode-dependent time delays

  • Author

    Lu, Kunfeng ; Qiu, Jiqing ; Mahmoud, Magdi S.

  • Author_Institution
    Sch. of Autom., Beijing Inst. of Technol., Beijing, China
  • Volume
    1
  • fYear
    2011
  • fDate
    25-28 July 2011
  • Firstpage
    385
  • Lastpage
    390
  • Abstract
    In this paper, we consider the problem of robust passive filter design for a uncertain singular stochastic system with mode-dependent time delays and Markovian jump parameters. The time delay varies in an interval and depends on the mode of operation. A new Markovian jump linear filter is designed to guarantee robust asymptotical stability and a prescribed disturbance attenuation level of the resulting filter for error systems. The resulting augmented system is regular, robust stochastically stable dependent of delays, impulse-free, and satisfies the proposed passive performance. A numerical example illustrates the effectiveness of the method.
  • Keywords
    asymptotic stability; delays; filtering theory; passive filters; stochastic systems; uncertain systems; Markovian jump linear filter; Markovian jump parameter; augmented system; disturbance attenuation level; mode-dependent time delay; robust asymptotical stability; robust passive filter design; stochastic stability; uncertain singular stochastic Markov jump system; Delay; Delay effects; Electronic mail; Linear matrix inequalities; Markov processes; Robustness; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Information Processing (ICICIP), 2011 2nd International Conference on
  • Conference_Location
    Harbin
  • Print_ISBN
    978-1-4577-0813-8
  • Type

    conf

  • DOI
    10.1109/ICICIP.2011.6008270
  • Filename
    6008270