 Delay-dependent H∞ filtering for singular Markovian jump systems with general uncomplete transition probabilitiesGuowei Yang, Yonggui Kao, Baoping Jiang and Jile Yin Applied Mathematics and Computation, 2017, vol. 294, issue C, 195-215 Abstract: This paper is devoted to the investigation of the delay-dependent H∞ filtering problem for a kind of singular Markovian jump time-delay systems with general unknown transition probabilities. In this model, the transition rates of the jumping process are assumed to be partly available, that is, some elements have been exactly known, some ones have been merely known with lower and upper bounds, others may have no information to use. Using the Lyapunov functional theory, a stochastically stable filter is designed to guarantee both the mean-square exponential admissibility and a prescribed level of H∞ performance for the singular Markovian jump time-delay systems with general unknown transition probabilities. A sufficient condition is derived for the existence of such a desired filter in terms of linear matrix inequalities (LMIs). A numerical example is provided to demonstrate the effectiveness of the proposed theory. Keywords: Singular Markovian jumping systems; H∞ filtering; Delay-dependent; General unknown transition probabilities; Linear matrix inequality (LMI) (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:294:y:2017:i:c:p:195-215 DOI: 10.1016/j.amc.2016.06.034 Access Statistics for this article Applied Mathematics and Computation is currently edited by Theodore Simos More articles in Applied Mathematics and Computation from Elsevier |
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