H<inf>∞</inf> state estimation for networked systems with Markov interval delay

Abstract

In this paper, the H ∞ state estimation problem for networked systems with Markov interval delay characteristic is investigated. A Markov chain is introduced to describe the delayed networked systems, considering the difficulty of obtaining the ideal knowledge of all transition probabilities, and a Markovian jump systems model with partially unknown transition probabilities is established. Based on the obtained new model, by utilizing observer as state estimation generator, the addressed state estimation problem is converted into H ∞ attenuation problem. Then, with the help of stochastic Lyapunov-Krasovskii functional approach, the sufficient condition for the desired mode-dependent observer is constructed in terms of linear matrix inequalities, which depend on not only delay interval but also partially known transition probabilities. The effectiveness of the proposed method is demonstrated by simulation example.