模态依赖不确定时滞Markov跳变系统鲁棒耗散滤波器设计方法

Design of Robust dissipative filter for uncertain Markov jumpsystems with mode-dependent delays

Markov跳变系统描述系统结构随时间变化的规律,使系统性能不受外界因素和内部结构的影响.针对一类模态依赖不确定时滞Markov跳变系统,引入耗散性能,设计相应的鲁棒滤波器.通过时滞依赖Lyapunov函数构造,利用伊藤微分规则和变量替换法,建立滤波误差系统均方随机渐近稳定、且严格鲁棒耗散的充分条件;并利用求解线性矩阵不等式设计滤波器.数值仿真结果验证设计方法的可行性.

Markov jump system accurately describes the system structure changes over time,making the performance unaffected by external factors and internal structure.In this paper,the dissipative performance is introduced to a class of mode-dependent uncertain delay Markov jump system,and the corresponding robust filter is designed.By constructing the delay-dependent Lyapunov function,basing on Itdifferential rule and variable substitution method,the sufficient conditions for the existence of the filter are obtained to ensure the filtering error system mean-square stochastic asymptotic stable and strictly robust dissipative,and the filter is designed by solving LMIs.A numerical simulation demonstrates that the design method is feasible.