Delay-dependent stochastic finite-time l^sub 1^-gain filtering for discrete-time positive Markov jump linear systems with time-delay

This paper deals with the stochastic finite-time l1-gain filtering problem for discrete-time positive Markov jump linear systems (MJLSs) with time-delay. By using twice augmentation system approach of the Markovianized system variables and further analyzing the relationship of finite-time boundednes...

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Bibliographic Details
Published in:Journal of the Franklin Institute 2017-10, Vol.354 (15), p.6894
Main Authors: Zhu, Shuqian, Wang, Bo, Zhang, Chenghui
Format: Article
Language:English
Subjects:
Augmentation
Augmentation systems
Delay
Filters
Filtration
Linear programming
Linear systems
Markov analysis
Markov processes
Online Access:Get full text
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Summary:This paper deals with the stochastic finite-time l1-gain filtering problem for discrete-time positive Markov jump linear systems (MJLSs) with time-delay. By using twice augmentation system approach of the Markovianized system variables and further analyzing the relationship of finite-time boundedness and finite-time l1-gain performance between the positive MJLS with time-delay and the augmented systems, a delay-dependent sufficient condition in the form of linear programming (LP) is established such that the resulting filtering error system is positive, stochastically finite-time bounded and has prescribed finite-time l1-gain performance. Then the design of the stochastic finite-time positive l1-gain filter is converted into solving some LP-based conditions. A numerical example is given to validate the proposed filtering design method.
ISSN:0016-0032
0016-0032