H∞ filter design of stochastic Markovian jump delay systems

Yun Chen; Wei Xing Zheng

doi:10.1109/CCDC.2012.6244063

H∞ filter design of stochastic Markovian jump delay systems

Yun Chen, Wei Xing Zheng

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

4 Citations (Scopus)

Abstract

![CDATA[The problem of H∞ filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an H∞ filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.]]

Original language	English
Title of host publication	Proceedings of the 24th Chinese Control and Decision Conference (CCDC), 23 -25 May 2012, Taiyuan, China
Publisher	IEEE Industrial Electronics
Pages	417-422
Number of pages	6
ISBN (Print)	9781457720727
DOIs	https://doi.org/10.1109/CCDC.2012.6244063
Publication status	Published - 2012
Event	Chinese Control and Decision Conference - Duration: 23 May 2012 → …

Conference

Conference	Chinese Control and Decision Conference
Period	23/05/12 → …

Keywords

Markov processes
Markovian jump systems
jump processes
stochastic systems

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10.1109/CCDC.2012.6244063

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@inproceedings{7945d8bc9f704dcaaa2ac8008ee071f7,

title = "H∞ filter design of stochastic Markovian jump delay systems",

abstract = "![CDATA[The problem of H∞ filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an H∞ filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.]]",

keywords = "Markov processes, Markovian jump systems, jump processes, stochastic systems",

author = "Yun Chen and Zheng, {Wei Xing}",

year = "2012",

doi = "10.1109/CCDC.2012.6244063",

language = "English",

isbn = "9781457720727",

pages = "417--422",

booktitle = "Proceedings of the 24th Chinese Control and Decision Conference (CCDC), 23 -25 May 2012, Taiyuan, China",

publisher = "IEEE Industrial Electronics",

note = "Chinese Control and Decision Conference ; Conference date: 23-05-2012",

}

TY - GEN

T1 - H∞ filter design of stochastic Markovian jump delay systems

AU - Chen, Yun

AU - Zheng, Wei Xing

PY - 2012

Y1 - 2012

N2 - ![CDATA[The problem of H∞ filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an H∞ filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.]]

AB - ![CDATA[The problem of H∞ filtering for stochastic systems with time delays and Markovian jumping parameters is considered in this paper. Based on Lyapunov-Krasovskii functional (LKF) theory and Generalized Finsler Lemma (GFL), a delay-dependent bounded real lemma (BRL) is established without using any model transformations, bounding techniques for cross terms or additional free matrix variables. Then an H∞ filter is designed for stochastic retarded Markovian jump systems in terms of a set of linear matrix inequalities (LMIs). The effectiveness of the method is demonstrated by a numerical example.]]

KW - Markov processes

KW - Markovian jump systems

KW - jump processes

KW - stochastic systems

UR - http://handle.uws.edu.au:8081/1959.7/519416

UR - http://www.ccdc.neu.edu.cn/CCDC2012/index.html

U2 - 10.1109/CCDC.2012.6244063

DO - 10.1109/CCDC.2012.6244063

M3 - Conference Paper

SN - 9781457720727

SP - 417

EP - 422

BT - Proceedings of the 24th Chinese Control and Decision Conference (CCDC), 23 -25 May 2012, Taiyuan, China

PB - IEEE Industrial Electronics

T2 - Chinese Control and Decision Conference

Y2 - 23 May 2012

ER -

H∞ filter design of stochastic Markovian jump delay systems

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