Reliable H∞ filter design for a class of mixed-delay Markovian jump systems with stochastic nonlinearities and multiplicative noises via delay-partitioning method
Reliable H∞ filter design for a class of mixed-delay Markovian jump systems with stochastic nonlinearities and multiplicative noises via delay-partitioning method
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DOI：
10.1007/s12555-012-0406-5
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发表时间：
2012-08
期刊：
影响因子：
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通讯作者：
S. Wen;Z. Zeng;Tingwen Huang
中科院分区：
文献类型：
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作者：
S. Wen;Z. Zeng;Tingwen Huang
研究了一类具有随机非线性和乘性噪声的混合时滞马尔可夫跳变系统的可靠H ∞滤波器设计问题。混合时滞包括离散时变时滞和分布时滞。统计平均形式的随机非线性涵盖了几个研究得很好的非线性函数。乘性扰动是单位方差的标量高斯白色噪声。此外，传感器的故障被量化的变量在一个给定的时间间隔内变化。滤波器的设计，以保证估计误差的动态是渐近均方稳定的。利用一种新的Lyapunov-Krasovskii泛函和时滞分割方法，得到了该滤波器存在的充分条件.然后提出了一种设计这种可靠H ∞滤波器的线性矩阵不等式（LMI）方法.最后，通过数值算例验证了该方法的有效性.
This paper is concerned with the problem of reliableH∞filter design for a class of mixeddelay Markovian jump systems with stochastic nonlinearities and multiplicative noises. The mixed delays comprise both discrete time-varying delay and distributed delay. The stochastic nonlinearities in the form of statistical means cover several well-studied nonlinear functions. And the multiplicative disturbances are in the form of a scalar Gaussian white noise with unit variance. Furthermore, the failures of sensors are quantified by a variable varying in a given interval. A filter is designed to guarantee that the dynamics of the estimation error is asymptotically mean-square stable. Sufficient conditions for the existence of such a filter are obtained by using a new Lyapunov-Krasovskii functional and delaypartitioning method. Then a linear matrix inequality (LMI) approach for designing such a reliableH∞filter is presented. Finally, the effectiveness of the proposed approach is demonstrated by a numerical example.