不确定随机跳变时滞系统非脆弱H_∞滤波

Non-fragile H_∞ filtering for uncertain stochastic time-delay systems with Markovian jump parameters

针对一类具有马尔可夫跳变参数的It类型不确定随机时滞系统,讨论了该类系统的鲁棒非脆弱H∞滤波问题。在被控对象及滤波器同时存在不确定性的情况下,闭环滤波误差系统渐近稳定,干扰抑制性能指标小于给定上界。通过构造一个Lyapunov-Krasovskii泛函,应用It微分公式沿系统对其求微分,再运用线性矩阵不等式(linear matrix inequality,LMI)和It公式,给出了非脆弱滤波器存在的可解性条件。通过数值算例表明了该方法的有效性。

The problem of robust and non-fragile H∞ is investigated for a class of uncertain stochastic time-delay It-type systems with Markovian jump parameters.With the system uncertainty and the filter gain perturbations,the closed-loop filter error system is robustly asymptotically stable and the H∞ disturbance attenuation is within the prescribed upper bound.With constructing a Lyapunov-Krasovskii function and applying the It differential formula to compute the differential function along the system,a sufficient condition for the existence of robust and non-fragile filter is derived in the form of linear matrix inequality（LMI）.An illustrative numerical example is provided to demonstrate the effectiveness of the proposed approach.