Exponential L 2-L ∞ filtering for a class of stochastic system with Markovian jump parameters and mixed mode-dependent time-delays
This paper discusses the exponential L 2-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 L 2-L ∞ filter, in which the filtering error is guaranteed to be exponentially stable with prescribed L 2-L ∞ performance, is developed. The developed criterion is delay-range-dependent, mode-dependent and decay-rate-dependent. Based on the derived criterion, the L 2-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.
KeywordsExponential stability L2-L∞ filtering Markovian jumping parameters mixed modedependent time-varying delays stochastic systems
Unable to display preview. Download preview PDF.
- V. A. Ugrinovskii and H. R. Pota, “Decentralized control of power systems via robust control of uncertain Markov jump parameter systems,” Proc. of the 43rd Conf. Decision and Control, pp. 3503–3508, 2004.Google Scholar