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Decentralized finite-time H∞ filtering for interconnected Markovian jump system with interval mode-dependent delays

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  • Chen, Zhaohui
  • Huang, Qi
  • Liu, Zhang

Abstract

This paper concerns with the problem of finite-time H∞ filtering for a class of interconnected Markovian jump system with mode-dependent delays in the interconnection. Sufficient conditions guaranteeing the interconnected Markovian jump systems to be finite-time bounded are established by constructing an augmented Lyapunov–Krasovskii functional. The obtained conditions are delay-range-dependent and mode-dependent. Based on the results, the decentralized filter is proposed to guarantee the finite-time bounded and H∞ performance of the resulting augmented system for admissible disturbances. The desired filter parameters can be obtained via solving a group of linear matrix inequalities (LMIs). Finally, a numerical example is employed to illustrate the effectiveness of the proposed methods.

Suggested Citation

  • Chen, Zhaohui & Huang, Qi & Liu, Zhang, 2015. "Decentralized finite-time H∞ filtering for interconnected Markovian jump system with interval mode-dependent delays," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 138-154.
  • Handle: RePEc:eee:apmaco:v:258:y:2015:i:c:p:138-154
    DOI: 10.1016/j.amc.2015.01.065
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    References listed on IDEAS

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    1. M. S. Mahmoud, 2009. "Decentralized Reliable Control of Interconnected Systems with Time-Varying Delays," Journal of Optimization Theory and Applications, Springer, vol. 143(3), pages 497-518, December.
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    Cited by:

    1. Wenhai Qi & Yonggui Kao & Xianwen Gao, 2017. "Further results on finite-time stabilisation for stochastic Markovian jump systems with time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(14), pages 2967-2975, October.

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