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Robust Filtering of Nonhomogeneous Markovian Jump Delay Systems via - Step-Ahead Lyapunov-Krasovskii Functional Approach

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  • Jiwei Wen
  • Sing Kiong Nguang

Abstract

In this paper, we study the robust filtering problem for a class of nonhomogeneous Markovian jump delay systems (NMJDSs) with an - step-ahead Lyapunov-Krasovskii functional (NALKF) approach. The - step-ahead approach is utilized to reduce the conservatism of robust filtering. We aim to design filters such that, for all possible time-varying transition probabilities and all admissible parameter uncertainties and time-delays, the filtering error system is mean-square stable with a smaller estimated error and a lower dissipative level. In terms of linear matrix inequalities, sufficient conditions for the solvability of the addressed problem are developed via a moving horizon method. An illustrative example is included to elucidate advantages of the developed results and the practical potential of NALKF approach for NMJDSs.

Suggested Citation

  • Jiwei Wen & Sing Kiong Nguang, 2019. "Robust Filtering of Nonhomogeneous Markovian Jump Delay Systems via - Step-Ahead Lyapunov-Krasovskii Functional Approach," Complexity, Hindawi, vol. 2019, pages 1-15, June.
    • Handle: RePEc:hin:complx:8045962
    DOI: 10.1155/2019/8045962
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    References listed on IDEAS

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    1. Siavash Fakhimi Derakhshan & Alireza Fatehi, 2015. "Non-monotonic robust H fuzzy observer-based control for discrete time nonlinear systems with parametric uncertainties," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(12), pages 2134-2149, September.
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