On robust H∞ filtering of uncertain Markovian jump time-delay systems

Baoyong Zhang, Wei Xing Zheng, Shengyuan Xu

    Research output: Contribution to journalArticlepeer-review

    44 Citations (Scopus)

    Abstract

    This paper is concerned with the problems of stability analysis, H∞ performance analysis, and robust H∞ filter design for uncertain Markovian jump linear systems with time-varying delays. The purpose is to improve the existing results on these problems. Firstly, a new delay-dependent stability criterion is obtained on the basis of a novel mode-dependent Lyapunov functional. Secondly, a new delay-dependent bounded real lemma (BRL) is derived. It is shown that the presented stability criterion and the BRL are less conservative than the existing ones in the literature. Thirdly, with the new BRL, delay-dependent conditions for the solvability of the addressed H∞ filtering problem are given. All the results obtained in this paper are expressed by means of strict linear matrix inequalities. Three numerical examples are provided to demonstrate the utility of the proposed methods.
    Original languageEnglish
    Pages (from-to)138-157
    Number of pages20
    JournalInternational Journal of Adaptive Control and Signal Processing
    Volume26
    Issue number2
    DOIs
    Publication statusPublished - 2012

    Keywords

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

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