Reliable finite-time H∞ filtering for discrete time-delay systems with Markovian jump and randomly occurring nonlinearities

Yuechao Ma and Hui Chen

Applied Mathematics and Computation, 2015, vol. 268, issue C, 897-915

Abstract: This paper is concerned with the problem of reliable finite-time H∞ filtering for discrete time-varying delay systems with Markovian jump and randomly occurring nonlinearities (RONs). RONs are introduced to model a class of sector-like nonlinearities that occur in a probabilistic way according to a two-dimensional discrete random variables joint distribution. The failures of sensors are quantified by a variable varying in a given interval. The time-varying delay is unknown with given lower and upper bounds. Firstly, the filtering errr dynamic system is constructed based on an H∞ filter, sufficient criteria are provided to guarantee that the resulting filtering error system is stochastic finite-time boundedness and stochastic finite-time H∞ filtering in both normal and fault cases. The gain matrices of the controller and filter are achieved by solving a feasibility problem in terms of linear matrix inequalities with a fixed parameter, respectively. Finally, numerical examples are given to demonstrate the effectiveness of the proposed design approach.

Keywords: Reliable filtering; Sensor failure; Stochastic finite-time H∞ filtering; Markovian jump; Randomly occurring nonlinearities (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:268:y:2015:i:c:p:897-915

DOI: 10.1016/j.amc.2015.06.067

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