Robust H∞ filtering for finite-time boundedness of Markovian jump system with distributed time-varying delays

S. Saravanan, M. Syed Ali, Hamed Alsulami and Mohammed Sh. Alhodaly

International Journal of Systems Science, 2020, vol. 51, issue 2, 368-380

Abstract: This paper is concerned with the problem of the guaranteed $H_\infty $H∞ filtering with interval time-varying delay and Markovian jumping system. By constructing Lyapunov–Krasovskii functional, a novel delay-dependent criterion is presented such that the error system is stochastically finite-time bounded. In order to obtain results, Jensen's inequality, Wirtinger's integral inequality and Auxiliary function-based integral inequalities are employed. The $H_\infty $H∞ filter matrix can be achieved by solving the linear matrix inequalities (LMIs). Numerical example and simulation results are provided to demonstrate the effectiveness of the proposed method.

Date: 2020
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DOI: 10.1080/00207721.2020.1716097

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