Robust H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump

2007 ◽  
Vol 5 (4) ◽  
pp. 331-335 ◽  
Author(s):  
Xia Jianwei
Keyword(s):  
Time Delay ◽  
Stochastic Systems ◽  
Filter Design ◽  
Markovian Jump ◽  
H Infinity ◽  
Singular Stochastic Systems ◽  
Uncertain Time

scholarly journals RobustH∞Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay

2015 ◽  
Vol 2015 ◽  
pp. 1-16
Author(s):  
Yajun Li ◽  
Zhaowen Huang
Keyword(s):  
Time Delay ◽  
Stochastic Systems ◽  
Filter Design ◽  
Linear Matrix ◽  
Markovian Jumping Parameters ◽  
Markovian Jumping ◽  
Stochastically Stable ◽  
Neutral Stochastic Systems ◽  
Error System ◽  
Delay Dependent

This paper deals with the robustH∞filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribedH∞performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.

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