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Robust H∞ Filtering for a Class of Uncertain Markovian Jump Systems with Time Delays.
- Source :
-
Mathematical Problems in Engineering . 2013, p1-8. 8p. - Publication Year :
- 2013
-
Abstract
- This paper studies the problem of robust H☆ filtering for a class of uncertain time-delay systems with Markovian jumping parameters. The system under consideration is subject to norm-bounded time-varying parameter uncertainties. The problem to be addressed is the design of a Markovian jump filter such that the filter error dynamics are stochastically stable and a prescribed bound on the L2-induced gain from the noise signals to the filter error is guaranteed for all admissible uncertainties. A sufficient condition for the existence of the desired robust H☆ filter is given in terms of two sets of coupled algebraic Riccati inequalities. When these algebraic Riccati inequalities are feasible, the expression of a desired H☆ filter is also presented. Finally, an illustrative numerical example is provided. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 1024123X
- Database :
- Academic Search Index
- Journal :
- Mathematical Problems in Engineering
- Publication Type :
- Academic Journal
- Accession number :
- 94813466
- Full Text :
- https://doi.org/10.1155/2013/574571