In:
International Journal of Robust and Nonlinear Control, Wiley, Vol. 20, No. 8 ( 2010-05-25), p. 939-957
Abstract:
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.
Type of Medium:
Online Resource
ISSN:
1049-8923
,
1099-1239
Language:
English
Publisher:
Wiley
Publication Date:
2010
detail.hit.zdb_id:
2019094-3
detail.hit.zdb_id:
1076540-2
SSG:
17,1
