Exponential H∞ Filtering for Discrete‐Time Switched State‐Delay Systems Under Asynchronous Switching

The exponential H_∞ filtering problem of discrete‐time switched state‐delay systems under asynchronous switching is considered in this paper. The objective is to design a full‐order or reduced‐order switched filter guaranteeing the exponential stability with the weighted H_∞ performance of the filtering error system. A sufficient condition for the exponential stability with the weighted H_∞ performance of the filtering error system is provided based on delay‐dependent multiple Lyapunov‐Krasovskii functionals. The gains of the filter can be obtained by solving a set of linear matrix inequalities. A numerical example is presented to demonstrate the effectiveness of the developed results.     

H∞ filtering for singular Markovian jump systems with time delay

The problem of H_∞ filtering is considered for singular Markovian jump systems with time delay. In terms of linear matrix inequality (LMI) approach, a delay‐dependent bounded real lemma (BRL) is proposed for the considered system to be stochastically admissible while achieving the prescribed H_∞ performance condition. Based on the BRL and under partial knowledge of the jump rates of the Markov process, both delay‐dependent and delay‐independent sufficient conditions that guarantee the existence of the desired filter are presented. The explicit expression of the desired filter gains is also characterized by solving a set of strict LMIs. Some numerical examples are given to demonstrate the effectiveness of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

A Delay‐Dependent Approach to Robust Fast Adaptive Fault Estimation Design for Uncertain Neutral Systems with Time‐Varying Interval Delay

This paper studies the problem of robust fault estimation for neutral systems, which are subjected to uncertainties, actuator fault, time‐varying interval delay, and norm‐bounded external disturbance. Based on the fast adaptive fault estimation (FAFE) algorithm, we focus on the design of a fault estimation filter that guarantees stability in the filtering error system with a prescribed H_∞ performance. A novel Lyapunov‐Krasovskii functional is employed, which includes time delay information. A delay‐dependent criterion of robust fault estimation design is obtained by employing the free‐weighting matrices technique, and the proposed result has advantages over some existing results, in that it is less conservative and it enlarges the application scope. An improved sufficient condition for the existence of such a filter is proposed in terms of the linear matrix inequality (LMI) by the Schur complements and the cone complementary linearization algorithm. Finally, illustrative examples are provided to show the effectiveness of the proposed method.     

Exponential H∞ filtering for nonlinear discrete‐time switched stochastic systems with mixed time delays and random missing measurements

This paper is concerned with the exponential H_∞ filtering for a class of nonlinear discrete‐time switched stochastic hybrid systems with mixed time delays and random missing measurements. The switched system under study involves stochastic disturbance, time‐varying discrete delay, bounded distributed delay and nonlinearity. Attention is focused on the design of a mode‐dependent filter that guarantees the exponential stability in the mean‐square sense and a prescribed H_∞ noise attenuation level for the filtering error dynamics. By constructing a new Lyapunov functional and using the average dwell time scheme, a new delay‐dependent sufficient condition for the existence of the filter is presented in terms of linear matrix inequalities. A numerical example is finally given to show the effectiveness of the proposed design method. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Further results on H∞ filtering for discrete‐time systems with state delay

This article studies the problem of H_∞ filtering for linear discrete‐time systems with state delay. Via delay partitioning idea, two new H_∞ filter design methods are proposed with much less conservatism than most existing results. The improvement lies in constructing two new Lyapunov–Krasovskii functionals by partitioning the known constant lower bound of delay into several segments equally. Using free‐weighting matrix and Jensen inequality methods, two new delay‐dependent bound real lemmas (BRLs) are obtained, which depend on both the delay and the partitioning number. Based on the obtained BRLs, new H_∞ filter design approaches are proposed in terms of linear matrix inequalities. The results are immediately extended to multiple time delay case and polytopic uncertain case, respectively. Three numerical examples are presented to illustrate the effectiveness and advantage of the proposed approaches. Copyright © 2010 John Wiley & Sons, Ltd.     

Exponential H∞ filtering for switched linear systems with interval time‐varying delay

This paper deals with the problem of exponential H_∞ filtering for a class of continuous‐time switched linear system with interval time‐varying delay. The time delay under consideration includes two cases: one is that the time delay is differentiable and bounded with a constant delay‐derivative bound, whereas the other is that the time delay is continuous and bounded. Switched linear filters are designed to ensure that the filtering error systems under switching signal with average dwell time are exponentially stable with a prescribed H_∞ noise attenuation level. Based on the free‐weighting matrix approach and the average dwell technology, delay‐dependent sufficient conditions for the existence of such a filter are derived and formulated in terms of linear matrix inequalities (LMIs). By solving that corresponding LMIs, the desired filter parameterized matrices and the minimal average dwell time are obtained. Finally, two numerical examples are presented to demonstrate the effectiveness of the developed results. Copyright © 2008 John Wiley & Sons, Ltd.     

H∞ Filtering for Spatially Interconnected Time‐Delay Systems with Interconnected Chains in Finite Frequency Domains

This paper deals with the problem of delay‐dependent H_∞ filtering for spatially interconnected time‐delay systems (SITSs) with interconnected chains in finite frequency domains. First, a multidimensional (N‐D) hybrid time‐delay Roesser model and a delay‐dependent finite frequency bounded ream lemma (BRL) for SITSs with interconnected chains are proposed. Then, using the obtained delay‐dependent finite frequency BRL, a finite frequency H_∞ filter design method can be derived by solving a set of linear matrix inequalities (LMIs). Finally, a practical example is provided to clearly demonstrate the effectiveness of the proposed method.     

Asynchronous H∞ filtering for time delayed APF with MDADT based on T‐S fuzzy model

This paper investigates the H_∞ asynchronous filtering problem for active power filter (APF) systems with time delayed to monitor the states of these systems. APF system is represented by T‐S fuzzy model. The phenomenon of asynchronous often appears in the practical system. And in this paper, asynchronous means that the switching of the filters we designed has a lag to the switching of the system models. By using the MDADT and the Lyapunov‐Krasovskii function methods, the switching filtering error system is delay‐dependent stability and has the H_∞ performance. The filter parameter is solved by linear matrix inequalities (LMIs). A simulation example is given to show the efficiency of the proposed methods.     

Robust H∞ filtering for a class of Markovian jump systems with time‐varying delays based on delta operator approach

In this paper, the robust H_∞ filtering problem for a class of discrete Markovian jump systems with time‐varying delays and linear fractional uncertainties is investigated based on delta operator approach. Based on Lyapunov‐Krasovskii functional in delta domain, new delay‐dependent sufficient conditions for the solvability of this problem are presented in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of a desired jump H_∞ filter is given. The proposed method can unify some previous related continuous and discrete systems into the delta operator systems framework. Numerical examples are given to illustrate the effectiveness of the developed techniques. © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

H∞ filtering for singular systems with time‐varying delay

This paper is concerned with the delay‐dependent H_∞ filtering problem for singular systems with time‐varying delay in a range. In terms of linear matrix inequality approach, the delay‐range‐dependent bounded real lemmas are proposed, which guarantee the considered system to be regular, impulse free and exponentially stable while satisfying a prescribed H_∞ performance level. The sufficient conditions are proposed for the existence of linear H_∞ filter. Numerical examples are given to demonstrate the effectiveness and the benefits of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

Reliable H ∞ Filtering for Mixed Time‐Delay Systems with Stochastic Nonlinearities and Multiplicative Noises

This paper investigates the reliable H_∞ filtering problem for a class of mixed time‐delay systems with stochastic nonlinearities and multiplicative noises. The mixed delays comprise both discrete time‐varying and distributed delays. The stochastic nonlinearities in the form of statistical means cover several well‐studied nonlinear functions. The multiplicative disturbances are in the form of a scalar Gaussian white noise with unit variance. Furthermore, the failures of sensors are quantified by a variable varying in a given interval. In the presence of mixed delays, stochastic nonlinearities, and multiplicative noises, sufficient conditions for the existence of a reliable H _∞ filter are derived, such that the filtering error dynamics is asymptotically mean‐square stable and also achieves a guaranteed H _∞ performance level. Then, a linear matrix inequality (LMI) approach for designing such a reliable H _∞ filter is presented. Finally, a numerical example is provided to illustrate the effectiveness of the developed theoretical results.     

Fuzzy model‐based fault detection for Markov jump systems

The robust fault detection filter (RFDF) design problems are studied for nonlinear stochastic time‐delay Markov jump systems. By means of the Takagi–Sugeno fuzzy models, the fuzzy RFDF system and the dynamics of filtering error generator are constructed. Moreover, taking into account the sensitivity to faults while guaranteeing robustness against unknown inputs, the H_∞ filtering scheme is proposed to minimize the influences of the unknown inputs and another new performance index is introduced to enhance the sensitivity to faults. A sufficient condition is first established on the stochastic stability using stochastic Lyapunov–Krasovskii function. Then in terms of linear matrix inequalities techniques, the sufficient conditions on the existence of fuzzy RFDF are presented and proved. Finally, the design problem is formulated as a two‐objective optimization algorithm. Simulation results illustrate that the proposed RFDF can detect the faults shortly after the occurrences. Copyright © 2008 John Wiley & Sons, Ltd.     

Finite‐Time H∞ Filtering for Nonlinear Continuous‐Time Singular Semi‐Markov Jump Systems

The stochastic finite‐time H_∞ filtering issue for a class of nonlinear continuous‐time singular semi‐Markov jump systems is discussed in this paper. Firstly, sufficient conditions on singular stochastic H_∞ finite‐time boundedness for the filtering error system are established. The existence of a unique solution for the corresponding system is also ensured. Secondly, based on the bounds of the time‐varying transition rate, without imposing constraints on slack variables, a novel approach to finite‐time H_∞ filter design is proposed in the forms of strict LMIs, which guarantees the filtering error system is singular stochastic H_∞ finite‐time bounded and of a unique solution. Compared with the existing ones, the presented results reveal less conservativeness. Finally, one numerical example is exploited to testify the advantage of the proposed design technique.     

An improved characterization of bounded realness for singular delay systems and its applications

This paper is concerned with establishing a delay‐dependent bounded real lemma (BRL) for singular systems with a time delay. Without resorting to any bounding techniques for some cross terms and model transformation, a new version of BRL for such systems is proposed, which guarantees a singular system to be regular, impulse free and stable while satisfying a prescribed H_∞ performance level for any delays smaller than a given upper bound. Based on this, an H_∞ state feedback controller is designed via a linear matrix inequality approach. The BRL, stability as well as H_∞ results developed in this paper are less conservative than existing ones in the literature, which is demonstrated by providing some numerical examples. Copyright © 2007 John Wiley & Sons, Ltd.     

Robust H∞ filtering of stochastic time‐delay systems with state dependent noise

This paper is concerned with the H_∞ filtering design for discrete‐time stochastic time‐delay systems with state dependent noise. A sufficient condition for the existence of H_∞ filter design is presented via linear matrix inequalities. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Exponential H∞ filtering for uncertain discrete‐time switched linear systems with average dwell time: A µ‐dependent approach

In this paper, the problem of exponential H_∞ filter problem for a class of discrete‐time polytopic uncertain switched linear systems with average dwell time switching is investigated. The exponential stability result of the general discrete‐time switched systems using a discontinuous piecewise Lyapunov function approach is first explored. Then, a new µ‐dependent approach is proposed, which means the analysis or synthesis of the underlying systems is dependent on the increase degree µ of the piecewise Lyapunov function at the switching instants. A mode‐dependent full‐order filter is designed such that the developed filter error system is robustly exponentially stable and achieves an exponential H_∞ performance. Sufficient existence conditions for the desired filter are derived and formulated in terms of a set of linear matrix inequalities, and consequently the minimal average dwell time and the corresponding filter are obtained from such conditions for a given system decay degree. A numerical example is presented to demonstrate the potential and effectiveness of the developed theoretical results. Copyright © 2007 John Wiley & Sons, Ltd.     

A delay‐dependent bounded real lemma for singular LPV systems with time‐variant delay

This paper is concerned with establishing a delay‐dependent bounded real lemma (BRL) for singular linear parameter‐varying (LPV) systems with time‐variant delay. In terms of linear matrix inequality, a delay‐dependent BRL is presented to ensure singular time‐delay LPV systems to be admissible and satisfy a prescribed H_∞ performance level. The BRL is obtained based on the construction of a parameter‐dependent Lyapunov–Krasovskii functional. The effectiveness of the proposed approach is shown by several numerical examples. Copyright © 2011 John Wiley & Sons, Ltd.     

Design of robust non‐fragile H∞ filters for uncertain neutral stochastic systems with distributed delays

This paper deals with the problem of robust non‐fragile H_∞ filtering for neutral stochastic systems with distributed delays and norm‐bounded parameter uncertainties. Attention is focused on the design of a filter which is subject to gain variations, such that the filtering error system is robustly stochastically stable with a prescribed H_∞ performance level for all admissible uncertainties. A delay‐dependent sufficient condition for the solvability of this problem is obtained in terms of a linear matrix inequality. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Gain‐scheduled H∞ filtering of parameter‐varying systems

This paper deals with the gain‐scheduled H_∞ filtering problem for a class of parameter‐varying systems. A sufficient condition for the existence of a gain‐scheduled filter, which guarantees the asymptotic stability with an H_∞ noise attenuation level bound for the filtering error system, is given in terms of a finite number of linear matrix inequalities (LMIs). The filter is designed to be parameter‐varying and have a nonlinear fractional transformation structure. A numerical example is presented to demonstrate the application of the proposed method. Copyright © 2006 John Wiley & Sons, Ltd.     

Robust H∞ deconvolution filtering for uncertain singular Markovian jump systems with time‐varying delays

The problem of H_∞ deconvolution filter design for a class of singular Markovian jump systems with time‐varying delays and parameter uncertainties is considered in this paper. By constructing a more comprehensive stochastic Lyapunov‐Krasovskii functional, novel delay‐dependent conditions are established to guarantee the filtering error system is not only stochastically admissible, but also satisfies a prescribed H_∞‐norm level for all admissible uncertainties. The desired filter parameters can be obtained by solving a set of strict linear matrix inequalities. Two examples and an electrical RLC circuit example are employed to verify the effectiveness and usefulness of the proposed methods in the paper. Copyright © 2015 John Wiley & Sons, Ltd.