随机Markov跳跃时滞系统的鲁棒H∞指数滤波器设计.pdfVIP

31 4 Vol. 31 No. 4 2014 4 Control Theory Applications Apr. 2014 DOI: 10.7641/CTA.2014.21207 Markov , , (1. , 510640; 2. , 510640; 3. , 510275) : MarkovH. Lyapunov-Krasovskii Finsler, , , H. . : ; ; ; Markov; H; ; Finsler; : TP273; TP13; TP202 : A Robust H exponential filtering for stochastic Markovian jump time-varying delay systems MAO Wei-hua , DENG Fei-qi , WAN An-hua (1. Department of Mathematics, South China Agricultural University, Guangzhou Guangdong 510640, China; 2. College of Automation Science and Technology, South China University of Technology, Guangzhou Guangdong 510640, China; 3. School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou Guangdong 510275, China) Abstract: The robust H exponential filtering problem is investigated for a class of uncertain stochastic systems with Markovian jump parameters and interval mode-dependent time-varying delays. By Lyapunov-Krasovskii theory and gen- eralized Finsler lemma, novel delay-dependent sufficient conditions are obtained to guarantee the existence of desired exponential H filter, which can be constructed by solving simultaneous linear matrix inequalities. Neither model trans- formations nor free-weighting matrices are involved; therefore, conservatism and computation burden resulting from them can be avoided. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed method. Key words: stochastic systems; time delay; uncertain systems; Markovian jumps; robust H filtering; mean-square