Exponential L2-L filtering for a class of stochastic system with Markovian jump parameters and mixed mode-dependent time-delays

Regular Papers Control Theory

Abstract

This paper discusses the exponential L2-L filtering problem of a class of nonlinear stochastic systems with Markovian jumping parameters and mixed mode-dependent time-varying delays. By introducing a new multiple mode-dependent Lyapunov-Krasovskii functional, stochastic analysis is conducted. The condition for the existence of mode-dependent L2-L filter, in which the filtering error is guaranteed to be exponentially stable with prescribed L2-L performance, is developed. The developed criterion is delay-range-dependent, mode-dependent and decay-rate-dependent. Based on the derived criterion, the L2-L filtering problems are solved. The mode-dependent filter coefficients can be obtained by solving a set of linear matrix inequalities (LMIs). Numerical simulations are presented to illustrate the effectiveness of the proposed approach.

Keywords

Exponential stability L2-L filtering Markovian jumping parameters mixed modedependent time-varying delays stochastic systems 

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Copyright information

© Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers and Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.Sichuan Provincial key Lab of Power System Wide-area Measurement and ControlUniversity of Electronic Science and Technology of ChinaChengdu, SichuanChina
  2. 2.Department of Mathematics and PhysicsChongqing University of Science and TechnologyChongqingChina

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