H ∞ filtering for singular Markovian jump systems with time delay

2009 ◽  
Vol 20 (8) ◽  
pp. 939-957 ◽  
Author(s):  
Zhengguang Wu ◽  
Hongye Su ◽  
Jian Chu
2012 ◽  
Vol 235 ◽  
pp. 254-258 ◽  
Author(s):  
Shao Hua Long ◽  
Shou Ming Zhong

The problem of the stochastic admissibility for a class of nonlinear singular Markovian jump systems with time-delay and partially unknown transition probabilities is discussed in this note. The considered singular matrices Er(t) in the discussed system are mode-dependent. By using the free-weighting matrix method and the Lyapunov functional method, a sufficient condition which guarantees the considered system to be stochastically admissible is presented in the form of linear matrix inequalities(LMIs). Finally, a numerical example is given to show the effectiveness of the presented method.


Sign in / Sign up

Export Citation Format

Share Document