Sampled-data H∞ filtering for Markovian jump singularly perturbed systems with time-varying delay and missing measurements. Issue 3 (17th February 2018)

• Record Type: Journal Article
• Authors: Yan, Yifang; Yang, Chunyu; Ma, Xiaoping; Zhou, Linna
• Is Part Of: International journal of systems science. Volume 49:Issue 3(2018)
• Page Start: 464
• Page End: 478
• Publication Date: 2018-02-17
• Subjects: Sampled-data H∞ filtering -- Markovian jump -- singularly perturbed systems (SPSs) -- missing measurements -- time-varying delay; System analysis -- Periodicals; 003.3
• DOI: 10.1080/00207721.2017.1412536
• Languages: English
• ISSNs: 0020-7721

Abstract

ABSTRACT: In this paper, sampled-data H ∞ filtering problem is considered for Markovian jump singularly perturbed systems with time-varying delay and missing measurements. The sampled-data system is represented by a time-delay system, and the missing measurement phenomenon is described by an independent Bernoulli random process. By constructing an ϵ-dependent stochastic Lyapunov–Krasovskii functional, delay-dependent sufficient conditions are derived such that the filter error system satisfies the prescribed H ∞ performance for all possible missing measurements. Then, an H ∞ filter design method is proposed in terms of linear matrix inequalities. Finally, numerical examples are given to illustrate the feasibility and advantages of the obtained results.