Reliable H Filter Design for a Class of Mixed-Delay Markovian Jump Systems with Stochastic Nonlinearities and Multiplicative Noises via Delay-Partitioning Method

abstract

• This paper is concerned with the problem of reliable H filter design for a class of mixed-delay Markovian jump systems with stochastic nonlinearities and multiplicative noises. The mixed delays comprise both discrete time-varying delay and distributed delay. The stochastic nonlinearities in the form of statistical means cover several well-studied nonlinear functions. And 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. A filter is designed to guarantee that the dynamics of the estimation error is asymptotically mean-square stable. Sufficient conditions for the existence of such a filter are obtained by using a new Lyapunov-Krasovskii functional and delay-partitioning method. Then a linear matrix inequality (LMI) approach for designing such a reliable H filter is presented. Finally, the effectiveness of the proposed approach is demonstrated by a numerical example. ICROS, KIEE and Springer 2012.

authors

• Huang, Tingwen

published proceedings

• INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS

author list (cited authors)

• Wen, S., Zeng, Z., & Huang, T.

citation count

• 16

complete list of authors

• Wen, Shiping||Zeng, Zhigang||Huang, Tingwen

publication date

• August 2012

publisher

• Springer Nature  Publisher

published in

• International Journal of Control, Automation and Systems  Journal

keywords

• Delay Partitioning
• H-infinity Filter
• Markovian Jump
• Multiplicative Noise
• Reliable Filtering
• Stochastic Nonlinearity

Digital Object Identifier (DOI)

• 10.1007/s12555-012-0406-5

start page

• 711

end page

• 720

volume

• 10

issue

• 4

URL

• http://dx.doi.org/10.1007/s12555-012-0406-5