IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v294y2017icp195-215.html
   My bibliography  Save this article

Delay-dependent H∞ filtering for singular Markovian jump systems with general uncomplete transition probabilities

Author

Listed:
  • Yang, Guowei
  • Kao, Yonggui
  • Jiang, Baoping
  • Yin, Jile

Abstract

This paper is devoted to the investigation of the delay-dependent H∞ filtering problem for a kind of singular Markovian jump time-delay systems with general unknown transition probabilities. In this model, the transition rates of the jumping process are assumed to be partly available, that is, some elements have been exactly known, some ones have been merely known with lower and upper bounds, others may have no information to use. Using the Lyapunov functional theory, a stochastically stable filter is designed to guarantee both the mean-square exponential admissibility and a prescribed level of H∞ performance for the singular Markovian jump time-delay systems with general unknown transition probabilities. A sufficient condition is derived for the existence of such a desired filter in terms of linear matrix inequalities (LMIs). A numerical example is provided to demonstrate the effectiveness of the proposed theory.

Suggested Citation

  • Yang, Guowei & Kao, Yonggui & Jiang, Baoping & Yin, Jile, 2017. "Delay-dependent H∞ filtering for singular Markovian jump systems with general uncomplete transition probabilities," Applied Mathematics and Computation, Elsevier, vol. 294(C), pages 195-215.
    • Handle: RePEc:eee:apmaco:v:294:y:2017:i:c:p:195-215
    DOI: 10.1016/j.amc.2016.06.034
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300316304052
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.amc.2016.06.034?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Jiahao & Liu, Yu & Yu, Jinyong & Sun, Yiming & Liu, Mengmeng, 2021. "A new result of terminal sliding mode finite-time state and fault estimation for a class of descriptor switched systems," Applied Mathematics and Computation, Elsevier, vol. 402(C).
    2. Kaviarasan, Boomipalagan & Kwon, Oh-Min & Park, Myeong Jin & Sakthivel, Rathinasamy, 2023. "Reduced-order filtering for semi-Markovian jump systems against randomly occurring false data injection attacks," Applied Mathematics and Computation, Elsevier, vol. 444(C).
    3. Xu, Qiyi & Zhang, Yijun & Qi, Wenhai & Xiao, Shunyuan, 2020. "Event-triggered mixed H∞ and passive filtering for discrete-time networked singular Markovian jump systems," Applied Mathematics and Computation, Elsevier, vol. 368(C).
    4. Hyun Kim, Sung, 2019. "Generalized relaxation techniques for robust H∞ filtering of nonhomogeneous Markovian jump systems," Applied Mathematics and Computation, Elsevier, vol. 347(C), pages 542-556.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:294:y:2017:i:c:p:195-215. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.