TY - GEN
T1 - Design of H∞ filters for Markovian jump delayed systems
AU - Chen, Yun
AU - Zheng, Wei Xing
PY - 2010
Y1 - 2010
N2 - This paper considers the problem of H∞ filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an H∞ performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based H∞ filter, which ensures the stochastic stability of the filtering error system with a prescribed H∞ disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed H∞ filter.
AB - This paper considers the problem of H∞ filter design of Markovian jump systems with time-varying delay. Based on the Lyapunov-Krasovskii functional theory and the property of convex analysis, an H∞ performance analysis condition is formulated in terms of a set of linear matrix inequalities. Then an Luenberger observer based H∞ filter, which ensures the stochastic stability of the filtering error system with a prescribed H∞ disturbance attenuation level, is designed. Numerical results are provided to show the effectiveness of the designed H∞ filter.
UR - https://www.scopus.com/pages/publications/78651100114
U2 - 10.1109/ICOSP.2010.5655104
DO - 10.1109/ICOSP.2010.5655104
M3 - Conference Paper
AN - SCOPUS:78651100114
SN - 9781424458981
T3 - International Conference on Signal Processing Proceedings, ICSP
SP - 267
EP - 270
BT - ICSP2010 - 2010 IEEE 10th International Conference on Signal Processing, Proceedings
T2 - 2010 IEEE 10th International Conference on Signal Processing, ICSP2010
Y2 - 24 October 2010 through 28 October 2010
ER -