Robust H∞ filtering for uncertain stochastic Markovian jump systems with mode-dependent time delays and nonlinear disturbances

• Main Authors: Huaicheng Yan, Meng, M.Q., Hao Zhang
• Format: Conference Proceeding
• Language: English
• Subjects: Attenuation; Delay; Filtering; H ∞ filtering; Linear matrix inequality; Lyapunov method; Markovian jump parameters; Nonlinear disturbance; Nonlinear filters; Robustness; Stochastic systems; Time varying systems; Time-varying delays; Uncertain systems; Uncertainty
• ISSN: 1948-9439; 1948-9447
• DOI: 10.1109/CCDC.2009.5192714

This paper investigates the problem of robust H infin filtering for uncertain nonlinear stochastic time-delay systems with Markovian jump parameters. The system under consideration contains parameter uncertainties, Ito-type stochastic disturbances, unknown nonlinearities as well as time-varying delays, which vary in a range and dependent on the mode of the operation. We aim to design a Markovian jump linear filter such that, for all admissible uncertainties, nonlinearities and time-delays, the filtering error system is robustly asymptotically mean-square stable, and a prescribed H infin disturbance attenuation level is guaranteed. By using the Lyapunov stability theory and Ito differential rule, some novel delay-range-dependent sufficient conditions in terms of linear matrix inequality (LMI) are proposed to guarantee the existence of the desired H infin filter. Then, the explicit expression of the desired filter parameters is characterized. An illustrative numerical example is provided to demonstrate the effectiveness and applicability of the proposed method.