Exponential L 2-L ∞ filtering for a class of stochastic system with Markovian jump parameters and mixed mode-dependent time-delays
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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
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