Finite-time extended dissipative filtering for nonlinear Markovian jump systems with unknown transition rates and time-varying delays

2021 ◽  
pp. 014233122110465
Author(s):  
Yao Wang ◽  
Jun Guo ◽  
Guobao Liu ◽  
Junwei Lu ◽  
Fangyuan Li
Keyword(s):  
Finite Time ◽  
Markovian Jump Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Transition Rates ◽  
Markovian Jump ◽  
Error System ◽  
Jump Systems ◽  
Delay Partitioning ◽  
Nonlinear Markovian Jump Systems

The problem of finite-time filtering for nonlinear Markovian jump systems subject to extended dissipativity with unknown transition rates and time-varying delays is investigated in this paper. Firstly, by constructing novel Lyapunov-Krasovskii functionals and utilizing delay partitioning method, the error system is proved to be stochastically finite-time bounded and extended dissipative. Secondly, in virtue of linear matrix inequalities approach, the desired mode-dependent filter is obtained. Finally, two simulations are illustrated for the purpose of demonstrating the less conservativeness and effectiveness of the proposed method.

Finite-time observer-based control for Markovian jump systems with time-varying generally uncertain transition rates

2020 ◽  
pp. 014233122096470
Author(s):  
Mengjun Li ◽  
Xiaohang Li ◽  
Dunke Lu
Keyword(s):  
Finite Time ◽  
External Disturbance ◽  
Sufficient Conditions ◽  
Markovian Jump Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Transition Rates ◽  
Markovian Jump ◽  
Generally Uncertain Transition Rates ◽  
Jump Systems

This paper addresses the finite-time observer-based control for Markovian jump systems with time-varying generally uncertain transition rates. In order to estimate the states, a suitable observer is designed, in which both external disturbance and Brownian motion exist. In order to solve the complex time-varying transition rates, a quantization mechanism is raised to prove the closed-loop system and the observer error system be stable. Sufficient conditions of the existences of both the observer and the observer-based controller are derived in terms of linear matrix inequalities. Eventually, two practical examples are given to testify the correctness of the results.

Positive L1-gain filter design for positive Markovian jump systems with time-varying delay and incomplete transition rates

2016 ◽  
Vol 94 (9) ◽  
pp. 877-883
Author(s):  
Wenhai Qi ◽  
Xianwen Gao ◽  
Yonggui Kao
Keyword(s):  
Filter Design ◽  
Markovian Jump Systems ◽  
Time Varying ◽  
Transition Rates ◽  
Markovian Jump ◽  
Time Varying Delay ◽  
Positive Markovian Jump Systems ◽  
Error System ◽  
Jump Systems ◽  
Varying Delay

This paper deals with the problem of positive L1-gain filter design for positive Markovian jump systems with time-varying delay and incomplete transition rates. By implying an appropriate co-positive type Lyapunov function and free-connection weighting vectors, sufficient conditions for stochastic stability of the filtering error system are established. Then, the L1-gain performance is analyzed. Based on the obtained results, a positive full-order filter is designed to ensure that the corresponding filtering error system is positive and stochastically stable with L1-gain performance. All the conditions are derived in linear programming. Finally, the obtained theoretical results are demonstrated by a numerical example.

scholarly journals Stochastic finite-time H∞ filtering for nonlinear Markovian jump systems with partly known transition probabilities

2018 ◽  
Vol 233 (1) ◽  
pp. 31-43 ◽  
Author(s):  
Bo Wang ◽  
Jun Cheng ◽  
Fucheng Zou
Keyword(s):  
Finite Time ◽  
Transition Probabilities ◽  
Markovian Jump Systems ◽  
Linear Matrix ◽  
Matrix Inequality ◽  
Markovian Jump ◽  
Text Filtering ◽  
Inequality Techniques ◽  
Jump Systems ◽  
Nonlinear Markovian Jump Systems

This article investigates the problem of the stochastic finite-time [Formula: see text] filtering for continuous nonlinear Markovian jump systems with partly known transition probabilities. Based on linear matrix inequality techniques, a novel Lyapunov function is constructed to design a filter with a prescribed finite-time [Formula: see text] performance index. Reciprocally, convex approach is introduced to decrease the conservatism of achieved criteria. Finally, some numerical simulations are carried out to demonstrate the effectiveness of developed method.

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