H∞ Filtering for Stochastic Systems with Markovian Switching and Partly Unknown Transition Probabilities

被引：22

作者：

Ding, Yucai ^{[1
]}

Zhu, Hong ^{[1
]}

Zhong, Shouming ^{[2
,3
]}

Zhang, Yuping ^{[1
]}

Zeng, Yong ^{[1
]}

机构：

[1] Univ Elect Sci & Technol China, Sch Automat Engn, Chengdu 611731, Peoples R China

[2] Univ Elect Sci & Technol China, Sch Math Sci, Chengdu 611731, Peoples R China

[3] Univ Elect Sci & Technol China, Minist Educ, Key Lab Neuroinformat, Chengdu 611731, Peoples R China

来源：

CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2013年 / 32卷 / 02期

关键词：

H-infinity filtering; Markovian switching; Partly unknown transition probability; Distributed time-varying delays; Linear matrix inequalities (LMIs); TIME-VARYING DELAYS; JUMP SYSTEMS; NEURAL-NETWORKS; DESIGN; DISCRETE; L-2-L-INFINITY;

D O I：

10.1007/s00034-012-9462-6

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This paper considers the H (a) filtering problem for stochastic systems. The systems under consideration involve Markovian switching, mode-dependent delays, It-type stochastic disturbance, distributed time-varying delays and partly unknown transition probabilities. Our aim is to design a full-order filter such that the corresponding filtering error system is stochastically stable and satisfies a prescribed H (a) disturbance attenuation level. By using a new Lyapunov-Krasovskii functional, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs). A numerical example is given to illustrate the effectiveness of the proposed main results.

引用

页码：559 / 583

页数：25

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