Sampled-data H∞ filtering for Markovian jump singularly perturbed systems with time-varying delay and missing measurements

Yifang Yan, Chunyu Yang, Xiaoping Ma and Linna Zhou

International Journal of Systems Science, 2018, vol. 49, issue 3, 464-478

Abstract: In this paper, sampled-data H∞ filtering problem is considered for Markovian jump singularly perturbed systems with time-varying delay and missing measurements. The sampled-data system is represented by a time-delay system, and the missing measurement phenomenon is described by an independent Bernoulli random process. By constructing an ϵ-dependent stochastic Lyapunov–Krasovskii functional, delay-dependent sufficient conditions are derived such that the filter error system satisfies the prescribed H∞ performance for all possible missing measurements. Then, an H∞ filter design method is proposed in terms of linear matrix inequalities. Finally, numerical examples are given to illustrate the feasibility and advantages of the obtained results.

Date: 2018
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/00207721.2017.1412536

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