Abstract
This paper considers the H∞ filtering problem for stochastic systems. The systems under consideration involve Markovian switching, mode-dependent delays, Ito-type stochastic disturbance, distributed time-varying delays and partly unknown transition probabilities. Our aim is to design a full-order filter such that the corresponding filtering error system is stochastically stable and satisfies a prescribed H∞ disturbance attenuation level. By using a new Lyapunov–Krasovskii functional, sufficient conditions are formulated in terms of linear matrix inequalities (LMIs). A numerical example is given to illustrate the effectiveness of the proposed main results.
Published Version
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