H ∞ Filtering for a Class of Piecewise Homogeneous Markovian Jump Nonlinear Systems
Yucai Ding,
Hong Zhu,
Shouming Zhong,
Yuping Zhang and
Yong Zeng
Mathematical Problems in Engineering, 2012, vol. 2012, 1-23
Abstract:
filtering problem for a class of piecewise homogeneous Markovian jump nonlinear systems is investigated. The aim of this paper is to design a mode-dependent filter such that the filtering error system is stochastically stable and satisfies a prescribed disturbance attenuation level. By using a new mode-dependent Lyapunov-Krasovskii functional, mixed mode-dependent sufficient conditions on stochastic stability are formulated in terms of linear matrix inequalities (LMIs). Based on this, the mode-dependent filter is obtained. A numerical example is given to illustrate the effectiveness of the proposed main results.
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:716474
DOI: 10.1155/2012/716474
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