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
Link To Document :
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