Robust \(H_\infty\) filtering for polytopic uncertain time-delay systems with Markov jumps (Q1347759): Difference between revisions

The paper is devoted to the analysis of a class of dynamical systems with abrupt changes in their structure. The system's dynamics is given by a linear differential system with time delays; the parameters of the model are assumed to belong to a convex compact set of polytopic type. The goal of the work is to design a linear full order filter providing the necessary error of estimation. It is proved that under appropriate conditions the system is robust stochastically stable. The proofs are based on the construction of Lyapunov functions. A few numerical examples are worked out to illustrate the developed algorithms, including a system with Markov jumps.