Reliable H∞ filtering for discrete time‐delay Markovian jump systems with partly unknown transition probabilities

In this paper, the reliable H_∞ filtering problem is studied for a class of discrete nonlinear Markovian jump systems with sensor failures and time delays. The transition probabilities of the jumping process are assumed to be partly unknown. The failures of sensors are quantified by a variable taking values in a given interval. The time‐varying delay is unknown with given lower and upper bounds. The purpose of the addressed reliable H_∞ filtering problem is to design a mode‐dependent filter such that the filtering error dynamics is asymptotically mean‐square stable and also achieves a prescribed H_∞ performance level. By using a new Lyapunov–Krasovskii functional and delay‐partitioning technique, sufficient delay‐dependent conditions for the existence of such a filter are obtained. The filter gains are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi‐definite programme method. A numerical example is provided to demonstrate the effectiveness of the proposed design approach. Copyright © 2011 John Wiley & Sons, Ltd.     

On robust H∞ filtering of uncertain Markovian jump time‐delay systems

This paper is concerned with the problems of stability analysis, H_∞ performance analysis, and robust H_∞ filter design for uncertain Markovian jump linear systems with time‐varying delays. The purpose is to improve the existing results on these problems. Firstly, a new delay‐dependent stability criterion is obtained on the basis of a novel mode‐dependent Lyapunov functional. Secondly, a new delay‐dependent bounded real lemma (BRL) is derived. It is shown that the presented stability criterion and the BRL are less conservative than the existing ones in the literature. Thirdly, with the new BRL, delay‐dependent conditions for the solvability of the addressed H_∞ filtering problem are given. All the results obtained in this paper are expressed by means of strict linear matrix inequalities. Three numerical examples are provided to demonstrate the utility of the proposed methods. Copyright © 2011 John Wiley & Sons, Ltd.     

Stability and H∞ performance of multiple‐delay systems with successive delay components

This paper presents a new model for linear time‐delay systems with multiple delayed states where each delay contains finite number of successive components with different time‐varying properties, referred to as multiple‐delay system with successive time‐varying delay components (MDSSTDCs). General stability result and H_∞ performance conditions, under which the MDSSTDCs are asymptotically stable with certain H_∞ disturbance attenuation level, are derived by exploiting a general Lyapunov–Krasovskii functional and by making use of novel techniques for time‐delay systems. The result is applied to two special types of time‐delay systems frequently used in engineering applications and corresponding conditions for stability and H_∞ performance are obtained. Copyright © 2010 John Wiley & Sons, Ltd.     

Adaptive robust H∞ state feedback control for linear uncertain systems with time‐varying delay

This paper considers the problem of adaptive robust H_∞ state feedback control for linear uncertain systems with time‐varying delay. The uncertainties are assumed to be time varying, unknown, but bounded. A new adaptive robust H_∞ controller is presented, whose gains are updating automatically according to the online estimates of uncertain parameters. By combining an indirect adaptive control method and a linear matrix inequality method, sufficient conditions with less conservativeness than those of the corresponding controller with fixed gains are given to guarantee robust asymptotic stability and H_∞ performance of the closed‐loop systems. A numerical example and its simulation results are given to demonstrate the effectiveness and the benefits of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd.     

Delay‐dependent robust L2–L∞ filtering of T‐S fuzzy systems with time‐varying delays

This paper considers the problem of robust delay‐dependent L₂–L_∞ filtering for a class of Takagi–Sugeno fuzzy systems with time‐varying delays. The purpose is to design a fuzzy filter such that both the robust stability and a prescribed L₂–L_∞ performance level of the filtering error system are guaranteed. A delay‐dependent sufficient condition for the solvability of the problem is obtained and a linear matrix inequality (LMI) approach is developed. A desired filter can be constructed by solving a set of LMIs. Copyright © 2009 John Wiley & Sons, Ltd.     

Delay‐dependent H∞ performance analysis and filtering for Markovian jump systems with interval time‐varying delays

This paper investigates the problems of H_∞ disturbance attenuation and H_∞ filtering for Markovian jump systems with interval time‐varying delays. In terms of linear matrix inequalities, a less conservative delay‐range‐dependent H_∞ performance condition for Markovian jump systems is proposed by constructing a different Lyapunov–Krasovskii functional. The resulting criterion has advantages over some previous ones in that they involve fewer matrix variables, but has less conservatism. Based on this new condition, an improved H_∞ filtering algorithm is developed. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper. Copyright © 2009 John Wiley & Sons, Ltd.     

Robust H∞ filtering for switched linear discrete‐time systems with polytopic uncertainties

In this paper, the problem of robust H_∞ filtering for switched linear discrete‐time systems with polytopic uncertainties is investigated. Based on the mode‐switching idea and parameter‐dependent stability result, a robust switched linear filter is designed such that the corresponding filtering error system achieves robust asymptotic stability and guarantees a prescribed H_∞ performance index for all admissible uncertainties. The existence condition of such filter is derived and formulated in terms of a set of linear matrix inequalities (LMIs) by the introduction of slack variables to eliminate the cross coupling of system matrices and Lyapunov matrices among different subsystems. The desired filter can be constructed by solving the corresponding convex optimization problem, which also provides an optimal H_∞ noise‐attenuation level bound for the resultant filtering error system. A numerical example is given to show the effectiveness and the potential of the proposed techniques. Copyright © 2006 John Wiley & Sons, Ltd.     

Delay‐dependent model reduction for continuous‐time switched state‐delayed systems

This paper studies the problem of exponential H_∞ model reduction for continuous‐time switched delay system under average dwell time (ADT) switching signals. Time delay under consideration is interval time varying. Our attention is focused on the construction of the desired reduced order models, which guarantee that the resulting error systems under ADT switching signals are exponentially stable with an H_∞ norm bound. By introducing a block matrix and making use of the ADT approach, delay‐dependent sufficient conditions for the existence of reduced order models are derived and formulated in terms of strict linear matrix inequalities (LMIs). Owing to the absence of non‐convex constraints, it is tractable to construct an admissible reduced order model. The effectiveness of the proposed methods is illustrated via two numerical examples. Copyright © 2011 John Wiley & Sons, Ltd.     

Robust weighted H∞ filtering for networked systems with intermittent measurements of multiple sensors

In this paper, we investigate the robust weighted H_∞ filtering problem for networked systems with intermittent measurements under the discrete‐time framework. Multiple outputs of the plant are measured by separate sensors, each of which has a specific failure rate. Network‐induced delay, packet dropouts and network‐induced disorder phenomena are all incorporated in the modeling of the network link. The resulting closed‐loop system involves both delayed noise and non‐delayed noise. In order to make full use of the delayed information, we define a weighted H_∞ performance index. Sufficient delay‐dependent and parameter‐dependent conditions for the existence of the filter and the solvability of the addressed problem are given via a set of linear matrix inequalities. Two simulation examples are presented to illustrate the relationship between the minimal performance level and the weighting factor, which show the effectiveness of the proposed method. Copyright © 2010 John Wiley & Sons, Ltd.     

Robust H ∞ filtering for a class of uncertain stochastic hybrid neutral systems with time‐varying delay

This paper is devoted to the problem of robust H _∞ filtering for a class of uncertain switched neutral systems subject to stochastic disturbance and time‐varying delay. Attention is focused on the design of a full‐order switched filter such that the filtering error system is robust mean‐square exponentially stable with a prescribed weighted H _∞ performance. On the basis of the average dwell time approach and the piecewise Lyapunov function technique, sufficient conditions for the solvability of this problem are obtained in terms of linear matrix inequalities. Then, by solving the corresponding linear matrix inequalities, the desired full‐order switched filter is derived for all admissible uncertainties, time‐varying delay, and stochastic disturbances. A numerical example is given to illustrate the effectiveness of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

Robust H∞ filtering for uncertain Markovian jump systems with mode‐dependent distributed delays

This paper deals with the problem of robust H_∞ filter design for Markovian jump systems with norm‐bounded time‐varying parameter uncertainties and mode‐dependent distributed delays. Both the state and the measurement equations are assumed to be with distributed delays. Sufficient conditions for the existence of robust H_∞ filters are obtained. Via solving a set of linear matrix inequalities, a desired filter can be constructed. The developed theory is illustrated by a simulation example. Copyright © 2009 John Wiley & Sons, Ltd.     

Mode‐independent H∞ filtering for discrete‐time Markov jump linear system with parametric uncertainties and quantized measurements

This paper is concerned with the problem of H_∞ filtering for discrete‐time Markov jump linear system with parametric uncertainties and quantized measurements, when the jumping mode information is not accessible. By converting the quantized errors into a sector‐bounded nonlinearity, the parametric uncertainties and measurements quantization are dealt with in a unified framework. The mode‐independent H_∞ filter is designed, and sufficient conditions are established via Lyapunov function approach, such that for all possible uncertain parameters and quantization errors, the resulting filtering error system is robustly stochastically stable and achieves a guaranteed H_∞ filtering error performance index. A numerical example is provided to demonstrate the feasibility and effectiveness of the proposed approach. Copyright © 2015 John Wiley & Sons, Ltd.     

Neural‐network‐based finite‐time H∞ control for extended Markov jump nonlinear systems

This paper presents a neural‐network‐based finite‐time H_∞ control design technique for a class of extended Markov jump nonlinear systems. The considered stochastic character is described by a Markov process, but with only partially known transition jump rates. The sufficient conditions for the existence of the desired controller are derived in terms of linear matrix inequalities such that the closed‐loop system trajectory stays within a prescribed bound in a fixed time interval and has a guaranteed H_∞ noise attenuation performance for all admissible uncertainties and approximation errors of the neural networks. A numerical example is used to illustrate the effectiveness of the developed theoretic results. Copyright © 2009 John Wiley & Sons, Ltd.     

Network‐based fault detection for discrete‐time state‐delay systems: A new measurement model

In this paper, the fault detection problem is studied for a class of discrete‐time networked systems with multiple state delays and unknown input. A new measurement model is proposed to account for both the random measurement delays and the stochastic data missing (package dropout) phenomenon, which are typically resulted from the limited capacity of the communication networks. At any time point, one of the following cases (random events) occurs: measurement missing case, no time‐delay case, one‐step delay case, two‐step delay case, …, q‐step delay case. The probabilistic switching between different cases is assumed to obey a homogeneous Markovian chain. We aim to design a fault detection filter such that, for all unknown input and incomplete measurements, the error between the residual and weighted faults is made as small as possible. The addressed fault detection problem is first converted into an auxiliary H_∞ filtering problem for a certain Markovian jumping system (MJS). Then, with the help of the bounded real lemma of MJSs, a sufficient condition for the existence of the desired fault detection filter is established in terms of a set of linear matrix inequalities (LMIs). A simulation example is provided to illustrate the effectiveness and applicability of the proposed techniques. Copyright © 2007 John Wiley & Sons, Ltd.     

Central suboptimal H∞ filter design for nonlinear polynomial systems

This paper presents the central finite‐dimensional H_∞ filter for nonlinear polynomial systems, which is suboptimal for a given threshold γ with respect to a modified Bolza–Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the previously obtained results, the paper reduces the original H_∞ filtering problem to the corresponding optimal H₂ filtering problem, using the technique proposed in (IEEE Trans. Automat. Control 1989; 34 :831–847). The paper presents the central suboptimal H_∞ filter for the general case of nonlinear polynomial systems based on the optimal H₂ filter given in (Int. J. Robust Nonlinear Control 2006; 16 :287–298). The central suboptimal H_∞ filter is also derived in a closed finite‐dimensional form for third (and less) degree polynomial system states. Numerical simulations are conducted to verify performance of the designed central suboptimal filter for nonlinear polynomial systems against the central suboptimal H_∞ filter available for the corresponding linearized system. Copyright © 2008 John Wiley & Sons, Ltd.     

Quantized H∞ filtering for state‐delayed systems with finite frequency specifications

This paper presents a novel design approach for the finite frequency (FF) H_∞ filtering problem for discrete‐time state‐delayed systems with quantized measurements. The system state and output are assumed affected by FF external noises. Attention is focused on the design of a stable filter that guarantees the stability and a prescribed ?₂ gain performance level for the filtering error system in the FF domain of input noises. Sufficient conditions for the solvability of this problem are developed by choosing an appropriate Lyapunov‐Krasovskii functional based on the delay partitioning technique and using the FF ?₂ gain definition combined with the generalized S‐procedure. Then, by means of Finsler's lemma, the derived conditions are linearized and additional slack variables are further introduced to more flexible result. Final filter design conditions are consequently established in terms of linear matrix inequalities in three different frequency ranges, ie, low‐, middle‐ and high‐frequency range. Finally, a simulation example is presented to illustrate the effectiveness and the merits of the proposed approach.     

Fault detection for a class of network‐based nonlinear systems with communication constraints and random packet dropouts

This paper is dealt with the fault detection (FD) problem for a class of network‐based nonlinear systems with communication constraints and random packet dropouts. The plant is described by a Takagi–Sugeno fuzzy time‐delay model, it has multiple sensors and only one of them is actually communicated with the FD filter at each transmission instant, and the packet dropouts occur randomly. The goal is to design a FD filter such that, for all unknown inputs, control inputs, time delays and incomplete data conditions, the estimation error between the residual and ‘fault’ (or, more generally, the weighted fault) is minimized. By casting the addressed FD problem into an auxiliary H_∞ filtering problem of a stochastic switched fuzzy time‐delay system, a sufficient condition for the existence of the desired FD filter is established in terms of linear matrix inequalities. A numerical example is provided to illustrate the effectiveness and applicability of the proposed technique. Copyright © 2011 John Wiley & Sons, Ltd.     

Exponential l2 − l∞ filtering for discrete‐time switched systems under a new framework

In this paper, a robust exponential l₂ ? l_∞ filtering problem is addressed for discrete‐time switched systems with polytopic uncertainties. The purpose of robust exponential l₂ ? l_∞ filtering is to design a filter such that the resulting filtering error system is robustly exponentially stable with a decay rate and a prescribed exponential l₂ ? l_∞ performance index. The robust exponential l₂ ? l_∞ filtering problem is solved via an average dwell time approach. Sufficient conditions in terms of strict LMI are derived for checking the robust exponential stability of a filter. An explicit expression for the desired robust exponential filter is also given. Finally, a numerical example is provided to demonstrate the potential and effectiveness of the proposed method. Copyright © 2011 John Wiley & Sons, Ltd.     

H∞ filtering of discrete-time interconnected systems with failed interconnections

The H_∞ filtering problem for interconnected systems is addressed in this paper. In order to facilitate the stability analysis of interconnected systems under the conditions of failed interconnections, a strategy related to switched systems is introduced. Assume that the interconnections among these subsystems disconnect based on the mode-dependent average dwell time (MDADT), a switching signal is implemented to denote the failed interconnections cases. In the aid of the MDADT method, a filter is designed such that the fault detection (FD) system is asymptotically stable and satisfies the weighted H_∞ performance. Finally, a numerical simulation is provided to show the effectiveness of the proposed filter.