An improved H∞ filtering for Markovian jump system with time-varying delay based on finite frequency domain

Abstract

In traditional analysis of system performance, Markovian jump system is often considered in the full frequency domain. However, some unknown factors, such as noise interference, often act on a specific frequency domain, so there is a big defect in putting the system analysis in the full frequency domain. In this paper, the finite frequency domain is introduced into the Markovian jump system. By using generalized KYP lemma, the system is divided into three frequency bands: low, medium and high. The disturbance in different frequency domain is analyzed and the H∞ filter is designed. In addition, in dealing with inequality relations, the improved Wirtinger inequality method is used, and the Projection lemma is used in dealing with filter coupling terms, and time-varying delay problem in finite frequency domain is also considered. Finally, some examples are given to illustrate the effectiveness of our methods and the specific parameters and convergence graph of the finite frequency domain filter are obtained.