TY - JOUR
T1 - Filtering of Markovian jump delay systems based on a new performance index
AU - Zhang, Baoyong
AU - Zheng, Wei Xing
AU - Xu, Shengyuan
PY - 2013
Y1 - 2013
N2 - This paper is concerned with the design of mode-dependent and mode-independent filters for continuous-time linear Markovian jump systems (MJSs) with time-varying delays. Different from the existing studies in the literature, the purpose of this paper is to solve the H∞, L2-L∞, passive and dissipative filtering problems in a unified framework. This purpose is successfully realized by using a new performance index that is referred to as extended dissipativity. The extended dissipative inequality contains several weighting matrices. By tuning the weighting matrices, the extended dissipativity will reduce to the H ∞ performance, L2-L∞ performance, passivity and dissipativity, respectively. Delay-dependent conditions for the analysis of stochastic stability and extended dissipativity for MJSs with time-varying delays are obtained by using a mode-dependent Lyapunov-Krasovskii functional together with a novel integral inequality. Based on these conditions, the design methods for mode-dependent and mode-independent filters are developed based on linear matrix inequalities. The designed filters guarantee that the resulting filtering error system is stochastically stable and extended dissipative for any admissible delays. Finally, the effectiveness of the proposed methods is substantiated with three illustrative examples.
AB - This paper is concerned with the design of mode-dependent and mode-independent filters for continuous-time linear Markovian jump systems (MJSs) with time-varying delays. Different from the existing studies in the literature, the purpose of this paper is to solve the H∞, L2-L∞, passive and dissipative filtering problems in a unified framework. This purpose is successfully realized by using a new performance index that is referred to as extended dissipativity. The extended dissipative inequality contains several weighting matrices. By tuning the weighting matrices, the extended dissipativity will reduce to the H ∞ performance, L2-L∞ performance, passivity and dissipativity, respectively. Delay-dependent conditions for the analysis of stochastic stability and extended dissipativity for MJSs with time-varying delays are obtained by using a mode-dependent Lyapunov-Krasovskii functional together with a novel integral inequality. Based on these conditions, the design methods for mode-dependent and mode-independent filters are developed based on linear matrix inequalities. The designed filters guarantee that the resulting filtering error system is stochastically stable and extended dissipative for any admissible delays. Finally, the effectiveness of the proposed methods is substantiated with three illustrative examples.
UR - http://hdl.handle.net/1959.7/uws:17434
U2 - 10.1109/TCSI.2013.2246213
DO - 10.1109/TCSI.2013.2246213
M3 - Article
SN - 1549-8328
VL - 60
SP - 1250
EP - 1263
JO - IEEE Transactions on Circuits and Systems I: Regular Papers
JF - IEEE Transactions on Circuits and Systems I: Regular Papers
IS - 5
ER -