Robust H∞ Filtering for Uncertain Neutral Stochastic Systems with Markovian Jumping Parameters and Time Delay. (18th October 2015)

• Record Type: Journal Article
• Authors: Li, Yajun; Huang, Zhaowen
• Other Names: Nguyen Son Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2015(2015)
• Publication Date: 2015-10-18
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2015/808973
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : This paper deals with the robustH ∞ filter design problem for a class of uncertain neutral stochastic systems with Markovian jumping parameters and time delay. Based on the Lyapunov-Krasovskii theory and generalized Finsler Lemma, a delay-dependent stability condition is proposed to ensure not only that the filter error system is robustly stochastically stable but also that a prescribedH ∞ performance level is satisfied for all admissible uncertainties. All obtained results are expressed in terms of linear matrix inequalities which can be easily solved by MATLAB LMI toolbox. Numerical examples are given to show that the results obtained are both less conservative and less complicated in computation.