Design of robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties

Baoyong Zhang; Wei Xing Zheng

doi:10.1109/ISCAS.2012.6272159

Design of robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties

Baoyong Zhang, Wei Xing Zheng

School of Computer, Data & Mathematical Sciences

Research output: Chapter in Book / Conference Paper › Conference Paper › peer-review

1 Citation (Scopus)

Abstract

The problem of designing robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties is studied. Some delay-dependent conditions for the existence of the desired Hâˆž filter are obtained via a new mode-dependent Lyapunov functional such that the corresponding filtering error system is robustly stochastically stable with a prescribed Hâˆž performance level. The attractive feature of the derived conditions is that they are expressed in terms of strict linear matrix inequalities, thus being easily solvable.

Original language	English
Title of host publication	2012 IEEE International Symposium on Circuits and Systems: ISCAS 2012: 20-23 May 2012, Seoul, Korea
Publisher	IEEE
Pages	794-797
Number of pages	4
ISBN (Print)	9781467302197
DOIs	https://doi.org/10.1109/ISCAS.2012.6272159
Publication status	Published - 2012
Event	IEEE International Symposium on Circuits and Systems - Duration: 20 May 2012 → …

Conference

Conference	IEEE International Symposium on Circuits and Systems
Period	20/05/12 → …

Keywords

Lyapunov functions
Markov processes
Markovian jump systems
delay-dependent conditions
time delay systems
uncertain systems

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10.1109/ISCAS.2012.6272159

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title = "Design of robust H{\^a}ˆ{\v z} filters for Markovian jump systems with time-varying delays and parametric uncertainties",

abstract = "The problem of designing robust H{\^a}ˆ{\v z} filters for Markovian jump systems with time-varying delays and parametric uncertainties is studied. Some delay-dependent conditions for the existence of the desired H{\^a}ˆ{\v z} filter are obtained via a new mode-dependent Lyapunov functional such that the corresponding filtering error system is robustly stochastically stable with a prescribed H{\^a}ˆ{\v z} performance level. The attractive feature of the derived conditions is that they are expressed in terms of strict linear matrix inequalities, thus being easily solvable.",

keywords = "Lyapunov functions, Markov processes, Markovian jump systems, delay-dependent conditions, time delay systems, uncertain systems",

author = "Baoyong Zhang and Zheng, {Wei Xing}",

year = "2012",

doi = "10.1109/ISCAS.2012.6272159",

language = "English",

isbn = "9781467302197",

pages = "794--797",

booktitle = "2012 IEEE International Symposium on Circuits and Systems: ISCAS 2012: 20-23 May 2012, Seoul, Korea",

publisher = "IEEE",

note = "IEEE International Symposium on Circuits and Systems ; Conference date: 20-05-2012",

}

Zhang, B & Zheng, WX 2012, Design of robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties. in 2012 IEEE International Symposium on Circuits and Systems: ISCAS 2012: 20-23 May 2012, Seoul, Korea. IEEE, pp. 794-797, IEEE International Symposium on Circuits and Systems, 20/05/12. https://doi.org/10.1109/ISCAS.2012.6272159

TY - GEN

T1 - Design of robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties

AU - Zhang, Baoyong

AU - Zheng, Wei Xing

PY - 2012

Y1 - 2012

N2 - The problem of designing robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties is studied. Some delay-dependent conditions for the existence of the desired Hâˆž filter are obtained via a new mode-dependent Lyapunov functional such that the corresponding filtering error system is robustly stochastically stable with a prescribed Hâˆž performance level. The attractive feature of the derived conditions is that they are expressed in terms of strict linear matrix inequalities, thus being easily solvable.

AB - The problem of designing robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties is studied. Some delay-dependent conditions for the existence of the desired Hâˆž filter are obtained via a new mode-dependent Lyapunov functional such that the corresponding filtering error system is robustly stochastically stable with a prescribed Hâˆž performance level. The attractive feature of the derived conditions is that they are expressed in terms of strict linear matrix inequalities, thus being easily solvable.

KW - Lyapunov functions

KW - Markov processes

KW - Markovian jump systems

KW - delay-dependent conditions

KW - time delay systems

KW - uncertain systems

UR - http://handle.uws.edu.au:8081/1959.7/519385

U2 - 10.1109/ISCAS.2012.6272159

DO - 10.1109/ISCAS.2012.6272159

M3 - Conference Paper

SN - 9781467302197

SP - 794

EP - 797

BT - 2012 IEEE International Symposium on Circuits and Systems: ISCAS 2012: 20-23 May 2012, Seoul, Korea

PB - IEEE

T2 - IEEE International Symposium on Circuits and Systems

Y2 - 20 May 2012

ER -

Design of robust Hâˆž filters for Markovian jump systems with time-varying delays and parametric uncertainties

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