Robust \(H_\infty\) exponential filtering for uncertain stochastic time-delay systems with Markovian switching and nonlinearities

DOI10.1016/j.amc.2009.12.067zbMath1211.93124OpenAlexW2130772320MaRDI QIDQ961634

Max Q.-H. Meng, Huaicheng Yan, Hao Zhang, Hong-Bo Shi

Publication date: 31 March 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.12.067

zbMATH Keywords

uncertain systemslinear matrix inequalitiesstochastic systemsMarkovian jump parametersmode-dependent delaysrobust \(H_\infty \) filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) (H^infty)-control (93B36)

Related Items

New state transformations of time-delay systems with multiple delays and their applications to state observer design, Delay-dependent non-fragile robust dissipative filtering for uncertain nonlinear stochastic singular time-delay systems with Markovian jump parameters, Stochastic input-to-state stability and \(H_{\infty}\) filtering for a class of stochastic nonlinear systems, A generalized robustH_∞filtering for singular Markovian jump systems and its applications, New robust \(H_\infty\) control for uncertain stochastic Markovian jumping systems with mixed delays based on decoupling method, Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems, \(L_{2} - L_{\infty }\) filtering for Markovian jump systems with time-varying delays and partly unknown transition probabilities, Quadratic stabilizability andH_∞control of linear discrete-time stochastic uncertain systems, Robust \(H_\infty\) filtering for uncertain discrete-time fuzzy stochastic systems with sensor nonlinearities and time-varying delay, Filtering-based fault detection for stochastic Markovian jump system with distributed time-varying delays and mixed modes, \(H_{\infty }\) filtering for a class of piecewise homogeneous Markovian jump nonlinear systems, Asynchronous \(\mathcal{H}_\infty\) observer-based control synthesis of nonhomogeneous Markovian jump systems with generalized incomplete transition rates, Delay-range-dependent robust stabilisation andH_∞control for nonlinear uncertain stochastic fuzzy systems with mode-dependent time delays and Markovian jump parameters, Delay-segment-dependent robust stability for uncertain discrete stochastic Markovian jumping systems with interval time delay, Generalized relaxation techniques for robust \(\mathcal{H}_\infty\) filtering of nonhomogeneous Markovian jump systems, Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps, Robust \({\mathcal H}_\infty\) filtering for a class of discrete-time nonlinear systems, Partially mode-dependent design of \(H_{\infty }\) filter for stochastic Markovian jump systems with mode-dependent time delays, Finite-timeH_∞control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity

Uses Software

• LMI toolbox

Cites Work

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