Abstract
This paper is devoted to the investigation of the delay-dependent H∞ filtering problem for a kind of singular Markovian jump time-delay systems with general unknown transition probabilities. In this model, the transition rates of the jumping process are assumed to be partly available, that is, some elements have been exactly known, some ones have been merely known with lower and upper bounds, others may have no information to use. Using the Lyapunov functional theory, a stochastically stable filter is designed to guarantee both the mean-square exponential admissibility and a prescribed level of H∞ performance for the singular Markovian jump time-delay systems with general unknown transition probabilities. A sufficient condition is derived for the existence of such a desired filter in terms of linear matrix inequalities (LMIs). A numerical example is provided to demonstrate the effectiveness of the proposed theory.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.