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Filtering for Networked Markovian Jump Systems with Multiple Stochastic Communication Delays

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  • Hui Dong
  • Juntong Chen

Abstract

This paper is concerned with the filtering for a class of networked Markovian jump systems with multiple communication delays. Due to the existence of communication constraints, the measurement signal cannot arrive at the filter completely on time, and the stochastic communication delays are considered in the filter design. Firstly, a set of stochastic variables is introduced to model the occurrence probabilities of the delays. Then based on the stochastic system approach, a sufficient condition is obtained such that the filtering error system is stable in the mean-square sense and with a prescribed disturbance attenuation level. The optimal filter gain parameters can be determined by solving a convex optimization problem. Finally, a simulation example is given to show the effectiveness of the proposed filter design method.

Suggested Citation

  • Hui Dong & Juntong Chen, 2015. "Filtering for Networked Markovian Jump Systems with Multiple Stochastic Communication Delays," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-7, October.
    • Handle: RePEc:hin:jnlmpe:580578
    DOI: 10.1155/2015/580578
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