Abstract:This paper focuses on the problem of H filtering for singular discrete Markovian Jump Systems with time-delay. First, a delay-dependent bounded real lemma (BRL) is proposed for the system to be stochastically admissible while achieving the prescribed H performance condition through the linear matrix inequality approach. Then, based on the BRL and under the global knowledge of the jump rates of the Markovian process, we design a desired H filter which guarantees that the resulting error system stratifies are stochastically admissible with the given H performance. Finally, the desired filter gains are computed by solving a set of strict linear matrix inequalities, and an example is given to demonstrate the eectiveness of the proposed method.
颜秋林,苏晓杰,龚骏. 时滞环境下广义马尔可夫跳变系统的H\infty滤波[J]. 指挥与控制学报, 2016, 2(3): 223-229.
YAN Qiu-Lin,SU Xiao-Jie,GONG Jun. H Filtering for Singular Markovian Jump Systems with Time-delay. Journal of Command and Control, 2016, 2(3): 223-229.