H∞ Filtering for General Delayed Nonlinear Stochastic Systems with Markov Jumps

被引：10
|
作者：
Zhang, Weihai [1 ]
Pan, Zhiteng [1 ]
Li, Yan [1 ]
机构：
[1] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Shandong, Peoples R China
来源：
INTERNATIONAL JOURNAL OF FUZZY SYSTEMS | 2017年 / 19卷 / 06期
关键词：
Nonlinear stochastic system; Markov jump system; Time-delay; H-infinity filtering; Fuzzy approach; TIME-DELAY; H-2/H-INFINITY CONTROL; LINEAR-SYSTEMS; DESIGN; STATE; STABILITY;
D O I：
10.1007/s40815-016-0288-4
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with the robust H-infinity filtering problem of nonlinear stochastic delayed systems with Markov jumps, where time delay exists in state equation, measurement equation and controlled output. Firstly, by introducing a nonlinear stochastic bounded real lemma, we present the H-infinity filter design via solving a set of Hamilton-Jacobi inequalities (HJIs). Secondly, by using fuzzy approach, the H-infinity filter can be designed via solving a set of Linear Matrix inequalities instead of HJIs. Finally, two numerical examples are given to show the effectiveness of our results.
引用
收藏
页码：1989 / 2002
页数：14
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