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The robust H_∞filtering problem for uncertain discrete-time Markovian jump linear systems with modedependent time-delays is investigated.Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H_∞performance level of the resulting filtering error system, for all admissible uncertainties.The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables.Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities.Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.
The robust H_∞filtering problem for uncertain discrete-time Markovian jump linear systems with modedependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H_∞performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities.Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.