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Robust ð ¿ ð Ÿ - ð ¿ âˆž Filtering of Time-Delay Jump Systems with Respect to the Finite-Time Interval

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  • Shuping He
  • Fei Liu

Abstract

This paper studied the problem of stochastic finite-time boundedness and disturbance attenuation for a class of linear time-delayed systems with Markov jumping parameters. Sufficient conditions are provided to solve this problem. The ð ¿ 2 - ð ¿ âˆž filters are, respectively, designed for time-delayed Markov jump linear systems with/without uncertain parameters such that the resulting filtering error dynamic system is stochastically finite-time bounded and has the finite-time interval disturbance attenuation ð ›¾ for all admissible uncertainties, time delays, and unknown disturbances. By using stochastic Lyapunov-Krasovskii functional approach, it is shown that the filter designing problem is in terms of the solutions of a set of coupled linear matrix inequalities. Simulation examples are included to demonstrate the potential of the proposed results.

Suggested Citation

  • Shuping He & Fei Liu, 2011. "Robust ð ¿ ð Ÿ - ð ¿ âˆž Filtering of Time-Delay Jump Systems with Respect to the Finite-Time Interval," Mathematical Problems in Engineering, Hindawi, vol. 2011, pages 1-17, November.
    • Handle: RePEc:hin:jnlmpe:839648
    DOI: 10.1155/2011/839648
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