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

作　　者：Jianwei XIA 

机构地区：[1]School of Automation, Nanjing University of Science and Technology, Nanjing Jiangsu 210094, China

出　　处：《控制理论与应用（英文版）》2007年第4期331-335,共5页

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

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.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.

关 键 词：Linear matrix inequality Markovian jump Robust H-infinity filter Singular stochastic systems TIME-DELAY 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]