Reliable H∞ filter design for a class of mixed-delay Markovian jump systems with stochastic nonlinearities and multiplicative noises via delay-partitioning method Academic Article uri icon

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.

author list (cited authors)

  • Wen, S., Zeng, Z., & Huang, T.

citation count

  • 15

publication date

  • August 2012