Abstract

The paper is concerned with the problem of positive L 1-gain filter design for positive continuous-time Markovian jump systems with partly known transition rates. Our aim is to design a positive full-order filter such that the corresponding filtering error system is positive and stochastically stable with L 1-gain performance. By applying a linear co-positive Lyapunov function and free-connection weighting vectors, the desired positive L 1-gain filter is provided. The obtained theoretical results are demonstrated by numerical examples.

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