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Zbl 1163.94387
Shi, Peng; Mahmoud, Magdi; Nguang, Sing Kiong; Ismail, Abdulla
Robust filtering for jumping systems with mode-dependent delays. (English)
[J] Signal Process. 86, No. 1, 140-152 (2006). ISSN 0165-1684

Summary: In this paper, the filtering problem for a class of linear uncertain systems with Markovian jump parameters and functional time delay is examined. The uncertainties are time-varying and norm-bounded parametric uncertainties and the delay factor depends on the mode of operation. We provide complete results for robust weak-dependent stochastic stability and robust linear filter design. Then we extend the theoretical development to the case when a prescribed performance measure is desired. All the results are cast into convenient linear matrix inequality (LMI) forms.

MSC 2000:: *94A12 Signal theory

Keywords: Markovian jump systems; functional time delay; stochastic stability; robust filtering; $\cal H_{\infty}$ filtering; uncertain parameters

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