Delay-dependent H∞ filtering of uncertain Markovian jump delay systems via delay-partitioning approach |
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| Authors: | Weimin Chen Lanning Wang |
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| Institution: | 1. School of Science, Nanjing University of Science and Technology, Nanjing, 210094 Jiangsu, PR China;2. School of Science, Nanjing University of Posts and Telecommunications, Nanjing, 210046 Jiangsu, PR China |
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| Abstract: | In this paper, the problem of H∞ filtering of uncertain time-delay systems with Markovian jumping parameters is considered. Firstly, by utilizing the delay-partitioning idea, an augmented mode-dependent Lyapunov functional is employed to analyze the stochastic stability and H∞ performance of the resulting filtering error systems. It is noted that the derived performance analysis results are less conservative than the recent ones in the literature. Secondly, based on the criteria obtained, a desired filter can be constructed by introducing a given nonsingular matrix and a scalar. Numerical examples are given to illustrate the effectiveness of the proposed approach. |
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