Robust H-infinity filter design for uncertaintime-delay singular stochastic systems withMarkovian jump

作     者：Jianwei XIA 

作者机构：School of Automation Nanjing University of Science and Technology Nanjing Jiangsu 210094 China 

基　　金：This work was supported by the National Natural Science Foundation of China(No.60074007) 

出 版 物：《控制理论与应用（英文版）》 (控制理论与应用)

年 卷 期：2007年第5卷第4期

页      码：331-335页

摘      要：This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It6 stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method.

主 题 词：Linear matrix inequality Markovian jump Robust H-infinity filter Singular stochastic systems Time-delay 

学科分类：0711[理学-心理学类] 07[理学] 08[工学] 081101[081101] 0811[工学-水利类] 071102[071102] 081103[081103] 

D　O　I：10.1007/s11768-006-6201-1

馆 藏 号：203127055...