H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays |
| |
Authors: | Yucai Ding Hui Liu Jun Cheng |
| |
Affiliation: | 1. School of Science, Southwest University of Science and Technology, Mianyang 621010, China;2. School of Automation Engineering, University of Electronic Science and Technology of China, Chengdu 611731, China |
| |
Abstract: | The problem of H∞ filtering for a class of discrete-time singular Markovian jump systems with time-varying delays is investigated in this paper. The transition probabilities under consideration are time-varying, i.e., Markovian chain is nonhomogeneous. By using the Lyapunov functional approach and reciprocally convex technique, a less conservative delay-dependent bounded real lemma is developed in terms of linear matrix inequalities. Moreover, a sufficient condition for the existence of the desired filter which guarantees the stochastic admissibility and the H∞ performance index of the resulting filtering error system is presented. Numerical examples are employed to show the usefulness of the proposed results. |
| |
Keywords: | Singular systems Nonhomogeneous Markovian chain Stochastic admissibility H&infin filtering |
本文献已被 ScienceDirect 等数据库收录! |