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Circuits, Systems, and Signal Processing

, Volume 32, Issue 2, pp 559–583 | Cite as

H Filtering for Stochastic Systems with Markovian Switching and Partly Unknown Transition Probabilities

  • Yucai DingEmail author
  • Hong Zhu
  • Shouming Zhong
  • Yuping Zhang
  • Yong Zeng
Article

Abstract

This paper considers the H filtering problem for stochastic systems. The systems under consideration involve Markovian switching, mode-dependent delays, Itô-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.

Keywords

H filtering Markovian switching Partly unknown transition probability Distributed time-varying delays Linear matrix inequalities (LMIs) 

Notes

Acknowledgements

This work was supported by the Fundamental Research Funds for the Central Universities (103.1.2E022050205), the Fund of Sichuan Provincial Key Laboratory of signal and information processing, Xihua University (SZJJ2009-002) and the National Basic Research Program of China (2010CB732501).

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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  • Yucai Ding
    • 1
    Email author
  • Hong Zhu
    • 1
  • Shouming Zhong
    • 2
    • 3
  • Yuping Zhang
    • 1
  • Yong Zeng
    • 1
  1. 1.School of Automation EngineeringUniversity of Electronic Science and Technology of ChinaChengduChina
  2. 2.School of Mathematical SciencesUniversity of Electronic Science and Technology of ChinaChengduChina
  3. 3.Key Laboratory for Neuroinformation of Ministry of EducationUniversity of Electronic Science and Technology of ChinaChengduChina

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