2019 IEEE 58th Conference on Decision and Control (CDC 2019)

3 / 2019-03-10 22:34:00

Robust H∞ filtering for discrete-time Markovian jump systems with time-varying delay and parametric uncertainties

Markovian jump systems;H∞ filtering;time-varying delay;uncertain systems.

In this paper,the problem of robust H∞ filtering for discrete-time Markovian jump systems with time-varying delay and norm-bounded parametric uncertainties is investigated.The parameter uncertainties in systems satisfy the norm-bounded conditions,and the time-varying delays are unknown with given lower and upper bounds.We designed a filer such that,in the presence of time-varying delays and parameter uncertainties,the filtering error system is stochastic bounded and satisfies correlative H∞ performance.Sufficient criteria are derived via constructing a novel delay-dependent Lyapunov-Krasonskii functional with convex hull and linear matrix inequalities(LMI) approaches,which guarantee the filtering error system to be stochastic finite-time boundedness in H∞ sense.