Unbiased H-infinite filtering for neutral Markov jump systems.pdfVIP

Applied Mathematics and Computation 206 (2008) 175–185 Contents lists available at ScienceDirect Applied Mathematics and Computation journal homepage: /locate/amc Unbiased H1 filtering for neutral Markov jump systems Shuping He, Fei Liu * Institute of Automation, Jiangnan University, Wuxi 214122, Jiangsu, PR China a r t i c l e i n f o a b s t r a c t Keywords: The unbiased H1 filtering problem is studied for stochastic Markov jump system with con- Markov jump system stant and neutral time-delays. By re-constructing the system, the dynamic filtering error Unbiased H1 filtering characteristics of unknown inputs and time-delays are obtained. A sufficient condition is Neutral time-delay initially established on the existence of mode-dependent unbiased H1 filter of constant Stochastic Lyapunov–Krasovskii function time-delay system using stochastic Lyapunov–Krasovskii function. Then, the unbiased Linear matrix inequality H1 filter is also designed for the jump system with constant and neutral time-delays. The design criterions are presented in the form of linear matrix inequality. Finally, the unbiased H1 filtering problems are described as optimization algorithms. Numerical exam- ples illustrate the effectiveness of the developed techniques.