| Abstract: | In this paper, we discuss the problem of H∞ filtering for a class of stochastic Markovian jump systems with impulsive effects. The aim is to design a stochastically stable filter, using the locally sampled measurements, which guarantee both the stochastic stability and a prescribed level of H∞ performance for the filtering error dynamics. A sufficient condition for the existence of such a filter is given in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired filter is obtained. A numerical example is provided to show the effectiveness of the proposed results. Copyright © 2007 John Wiley & Sons, Ltd. |
