EconPapers    
Economics at your fingertips  
 

Robust ð ¿ ð Ÿ - ð ¿ âˆž Filtering of Time-Delay Jump Systems with Respect to the Finite-Time Interval

Shuping He and Fei Liu

Mathematical Problems in Engineering, 2011, vol. 2011, 1-17

Abstract:

This paper studied the problem of stochastic finite-time boundedness and disturbance attenuation for a class of linear time-delayed systems with Markov jumping parameters. Sufficient conditions are provided to solve this problem. The ð ¿ 2 - ð ¿ âˆž filters are, respectively, designed for time-delayed Markov jump linear systems with/without uncertain parameters such that the resulting filtering error dynamic system is stochastically finite-time bounded and has the finite-time interval disturbance attenuation ð ›¾ for all admissible uncertainties, time delays, and unknown disturbances. By using stochastic Lyapunov-Krasovskii functional approach, it is shown that the filter designing problem is in terms of the solutions of a set of coupled linear matrix inequalities. Simulation examples are included to demonstrate the potential of the proposed results.

Date: 2011
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2011/839648.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2011/839648.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:839648

DOI: 10.1155/2011/839648

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-19
Handle: RePEc:hin:jnlmpe:839648